Mathematical finance : theory review and exercises (Record no. 567372)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01354 a2200265 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250224164624.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 250218b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9783319013565 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | IIT Kanpur |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.2 |
| Item number | G348m |
| 100 ## - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Gianin, Emanuela Rosazza |
| 245 ## - TITLE STATEMENT | |
| Title | Mathematical finance : theory review and exercises |
| Remainder of title | from binomial model to risk measures |
| Statement of responsibility, etc | Emanuela Rosazza Gianin and Carlo Sgarra |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher | Springer |
| Year of publication | 2013 |
| Place of publication | Switzerland |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | x, 277p |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | UNITEXT- La Mathematica per il 3+2 |
| 490 ## - SERIES STATEMENT | |
| Volume number/sequential designation | ; v.70 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | The book collects over 120 exercises on different subjects of Mathematical Finance, including Option Pricing, Risk Theory, and Interest Rate Models. Many of the exercises are solved, while others are only proposed. Every chapter contains an introductory section illustrating the main theoretical results necessary to solve the exercises. The book isintended as an exercise textbook to accompany graduate courses in mathematical finance offered at many universities as part of degree programs in Applied and Industrial Mathematics, Mathematical Engineering, and Quantitative Finance. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Finance |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Probabilities |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Probability theory and stochastic processes |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Sgarra, Carlo |
| 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 | Full call number | Accession Number | Cost, replacement price | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| General Stacks | PK Kelkar Library, IIT Kanpur | PK Kelkar Library, IIT Kanpur | 03/03/2025 | 60 | 2984.19 | 519.2 G348m | A186710 | 3978.92 | Books |