NLU Meghalaya Library

Online Public Access Catalogue (OPAC)

Discrete models of financial markets / (Record no. 9359)

MARC details
000 -LEADER
fixed length control field 02470nam a2200397 i 4500
001 - CONTROL NUMBER
control field CR9781139051583
003 - CONTROL NUMBER IDENTIFIER
control field UkCbUP
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20240906192734.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS
fixed length control field m|||||o||d||||||||
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr||||||||||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 141103s2012||||enk o ||1 0|eng|d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781139051583 (ebook)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Canceled/invalid ISBN 9781107002630 (hardback)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Canceled/invalid ISBN 9780521175722 (paperback)
040 ## - CATALOGING SOURCE
Original cataloging agency UkCbUP
Language of cataloging eng
Description conventions rda
Transcribing agency UkCbUP
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG106
Item number .C357 2012
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.01/5111
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Capiński, Marek,
Dates associated with a name 1951-
Relator term author.
245 10 - TITLE STATEMENT
Title Discrete models of financial markets /
Statement of responsibility, etc. Marek Capiński, AGH University of Science and Technology, Kraków, Poland, Ekkehard Kopp, University of Hull, Hull, UK.
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture Cambridge :
Name of producer, publisher, distributor, manufacturer Cambridge University Press,
Date of production, publication, distribution, manufacture, or copyright notice 2012.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource (ix, 181 pages) :
Other physical details digital, PDF file(s).
336 ## - CONTENT TYPE
Content type term text
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term computer
Media type code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term online resource
Carrier type code cr
Source rdacarrier
490 1# - SERIES STATEMENT
Series statement Mastering mathematical finance
500 ## - GENERAL NOTE
General note Title from publisher's bibliographic system (viewed on 05 Oct 2015).
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note 1. Introduction -- 2. Single-step asset pricing models -- 3. Multi-step binomial model -- 4. Multi-step general models -- 5. American options -- 6. Modelling bonds and interest rates.
520 ## - SUMMARY, ETC.
Summary, etc. This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. Relatively elementary mathematics leads to powerful notions and techniques - such as viability, completeness, self-financing and replicating strategies, arbitrage and equivalent martingale measures - which are directly applicable in practice. The general methods are applied in detail to pricing and hedging European and American options within the Cox-Ross-Rubinstein (CRR) binomial tree model. A simple approach to discrete interest rate models is included, which, though elementary, has some novel features. All proofs are written in a user-friendly manner, with each step carefully explained and following a natural flow of thought. In this way the student learns how to tackle new problems.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Finance
General subdivision Mathematical models.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Interest rates
General subdivision Mathematical models.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Kopp, P. E.,
Dates associated with a name 1944-
Relator term author.
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Relationship information Print version:
International Standard Book Number 9781107002630
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Mastering mathematical finance.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://doi.org/10.1017/CBO9781139051583">https://doi.org/10.1017/CBO9781139051583</a>
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type eBooks
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection Home library Current library Date acquired Total checkouts Barcode Date last seen Price effective from Koha item type
    Dewey Decimal Classification     Statistics & Probability Central Library Central Library 06/09/2024   EB0328 06/09/2024 05/09/2024 eBooks