Stochastic calculus for finance (Record no. 100488)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 00738nam a2200169Ia 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 978-0521175739 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.0151922 CAP |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Capinski, Marek Et.al |
| 245 ## - TITLE STATEMENT | |
| Title | Stochastic calculus for finance |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Name of publisher, distributor, etc. | Cambridge University Press |
| Place of publication, distribution, etc. | New York |
| Date of publication, distribution, etc. | 2012 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | vii,177p. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Discrete-time processes --<br/>Wiener process --<br/>Stochastic integrals --<br/>Itô formula --<br/>Stochastic differential equations. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Introduces key results essential for financial practitioners by means of concrete examples and a fully rigorous exposition. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Finance--Mathematical models |
| -- | Stochastic processes |
| -- | Options (Finance)--Mathematical models |
| -- | Economics |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Kopp,E;Traple,J |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Home library | Current library | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Full call number | Barcode | Date last seen | Date last checked out | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GSB Collection | H.T. Parekh Library | 04/04/2014 | 128/24Dec12 | Sri Gayathri book Distributors | 2.00 | 4 | 332.0151922 CAP | B23 | 17/07/2023 | 12/07/2023 | 04/04/2014 | Books |