Stochastic calculus for finance; Vol. II (Record no. 50723)

000 -LEADER
fixed length control field 01544nam a2200217Ia 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 140323b2004 xxu||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 0387401016
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.018
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Shreve, Steven E
245 ## - TITLE STATEMENT
Title Stochastic calculus for finance; Vol. II
Statement of responsibility, etc. Shreve, Steven E
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc. New York
Name of publisher, distributor, etc. Springer Verlag
Date of publication, distribution, etc. 2004
300 ## - PHYSICAL DESCRIPTION
Extent 550 p.
440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE
Title Springer Finance Series
500 ## - GENERAL NOTE
General note Lib. has: Vol. I Binomial asset pricing models & Vol.II: Continuous-time models
520 ## - SUMMARY, ETC.
Summary, etc. 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 fr stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes. This book is being published in two volumes. This second volume develops stochastic calculus, martingales, risk-neutral pricing, exotic options and term structure models, all in continuous time.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Finance - Mathematical models - Textbooks
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Stochastic analysis - Textbooks.
9 (RLIN) 0
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type Books
952 ## - LOCATION AND ITEM INFORMATION (KOHA)
-- EUR
-- 2006-03-20
-- Jai Book Distributors
-- 00250652
-- 2005-11-22
-- 46
-- 2006-03-17
-- F
-- 003931.19
-- 20.00%
-- 00000.00
-- Prof.Arnab K Laha
-- 00069.95
Holdings
Withdrawn status Lost status Damaged status Not for loan Permanent Location Current Location Date acquired Total Checkouts Total Renewals Full call number Barcode Date last seen Date checked out Price effective from Koha item type
        Vikram Sarabhai Library Vikram Sarabhai Library 2009-05-04 13 3 332.018 S4S8-II 159815 2020-02-08 2019-06-11 2009-09-04 Books

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