Stochastic calculus for finance I: the binomial asset pricing model (Record no. 56797)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01527 a2200241 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 220710b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780387249681 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.0151922 |
| Item number | SHR |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Shreve, S. E. |
| 245 ## - TITLE STATEMENT | |
| Title | Stochastic calculus for finance I: the binomial asset pricing model |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc | ‎Springer-Verlag, |
| Date of publication, distribution, etc | 2004. |
| Place of publication, distribution, etc | New York: |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xv, 187p.; |
| Other physical details | pbk; |
| Dimensions | 24cm. |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | Springer finance |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes reference and index |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs, but more importantly intuitive explanations developed and refine through classroom experience with this material are provided. The book includes a self-contained treatment of the probability theory needed for stchastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes.<br/><br/>https://link.springer.com/book/10.1007/978-0-387-22527-2 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic analysis |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance--Mathematical models |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Financial engineering |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Pricing model |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Coin toss space |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Random walk |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Item type | Books |
| Withdrawn status | Lost status | Source of classification or shelving scheme | 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 borrowed | Copy number | Cost, replacement price | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | General | IIT Gandhinagar | IIT Gandhinagar | 08/07/2022 | Himanshu Book | 0.00 | 1 | 332.0151922 SHR | 031614 | 03/01/2024 | 28/11/2023 | 1 | 5072.75 | Books |
