Stochastic Calculus and Financial Applications (Record no. 815408)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 02086nam a22002417a 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 241218s2001 |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781441928627 |
| 022 ## - INTERNATIONAL STANDARD SERIAL NUMBER | |
| ISSN-L | 9781441928627 |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | English |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.2 |
| Item number | STE |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Steele, J. Michael |
| 9 (RLIN) | 247985 |
| Relator term | author |
| 245 ## - TITLE STATEMENT | |
| Title | Stochastic Calculus and Financial Applications |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | New York : |
| Name of publisher, distributor, etc. | Springer-Verlag, |
| Date of publication, distribution, etc. | c2001 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | ix, 300 p. |
| Other physical details | : ill |
| 490 ## - SERIES STATEMENT | |
| Series statement | Applications of Mathematics ; 45 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | Includes Bibliographical References and Index |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Summary:<br/>This book is designed for students who want to develop professional skill in stochastic calculus and its application to problems in finance. The Wharton School course that forms the basis for this book is designed for energetic students who have had some experience with probability and statistics but have not had ad vanced courses in stochastic processes. Although the course assumes only a modest background, it moves quickly, and in the end, students can expect to have tools that are deep enough and rich enough to be relied on throughout their professional careers. The course begins with simple random walk and the analysis of gambling games. This material is used to motivate the theory of martingales, and, after reaching a decent level of confidence with discrete processes, the course takes up the more de manding development of continuous-time stochastic processes, especially Brownian motion. The construction of Brownian motion is given in detail, and enough mate rial on the subtle nature of Brownian paths is developed for the student to evolve a good sense of when intuition can be trusted and when it cannot. The course then takes up the Ito integral in earnest. The development of stochastic integration aims to be careful and complete without being pedantic. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| 9 (RLIN) | 158070 |
| Topical term or geographic name entry element | Stochastic Analysis |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| 9 (RLIN) | 17023 |
| Topical term or geographic name entry element | Business Mathematics |
| 856 ## - ELECTRONIC LOCATION AND ACCESS | |
| Link text | ToC |
| Uniform Resource Identifier | <a href="https://eaklibrary.neduet.edu.pk:8443/catalog/bk/books/toc/9781441928627.pdf">https://eaklibrary.neduet.edu.pk:8443/catalog/bk/books/toc/9781441928627.pdf</a> |
| 856 ## - ELECTRONIC LOCATION AND ACCESS | |
| Link text | Web link |
| Uniform Resource Identifier | <a href="https://link.springer.com/book/10.1007/978-1-4684-9305-4">https://link.springer.com/book/10.1007/978-1-4684-9305-4</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Book |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Physical Form | Damaged status | Not for loan | Purchased by Department/Discipline | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Stock Type | Cost, normal purchase price | Total Checkouts | Full call number | Barcode | Date last seen | Budget Year | Cost, replacement price | Accession Date | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Text, Paperback | Department of Mathematics | Reference Section | Reference Section | Reference Section | 16/12/2024 | 24 | Purchased | 19291.64 | 519.2 STE | 98779 | 16/12/2024 | 2024-2025 | 22696.05 | 16/12/2024 | Reference Collection |