MARC details
000 -LEADER |
fixed length control field |
01900nam a22002777a 4500 |
003 - CONTROL NUMBER IDENTIFIER |
control field |
LDD |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20191108154016.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
fixed length control field |
191101b ||||| |||| 00| 0 eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9780821891780 |
040 ## - CATALOGING SOURCE |
Transcribing agency |
IGNOU Library |
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
Edition number |
22 |
Classification number |
332.015195 G621M |
100 ## - MAIN ENTRY--PERSONAL NAME |
Personal name |
Goodman, Victor |
9 (RLIN) |
1527 |
Relator code |
1943 |
Relator term |
author |
245 ## - TITLE STATEMENT |
Title |
The mathematics of finance : |
Remainder of title |
modeling and hedging / |
Statement of responsibility, etc. |
Victor Goodman, Joseph Stampfli. |
250 ## - EDITION STATEMENT |
Edition statement |
Indian edition |
260 ## - PUBLICATION, DISTRIBUTION, ETC. |
Place of publication, distribution, etc. |
Providence, R.I. ; |
-- |
New Delhi ; |
Name of publisher, distributor, etc. |
American Mathematical Society, |
Date of publication, distribution, etc. |
2019. |
300 ## - PHYSICAL DESCRIPTION |
Extent |
xiv, 250 pages : |
Other physical details |
illustrations |
Dimensions |
24 cm |
490 ## - SERIES STATEMENT |
Series statement |
Pure and applied undergraduate texts, |
Volume/sequential designation |
7 |
500 ## - GENERAL NOTE |
General note |
Gifted by NBHM |
504 ## - BIBLIOGRAPHY, ETC. NOTE |
Bibliography, etc. note |
Originally published: Australia ; Pacific Grove, CA : Brooks/Cole, ©2001, in series: The Brooks/Cole series in advanced mathematics. |
505 ## - FORMATTED CONTENTS NOTE |
Formatted contents note |
Financial markets --<br/>Binomial trees, replicating portfolios, and arbitrage --<br/>Three models for stocks and options --<br/>Using spreadsheets to compute stock and option trees --<br/>Continuous models and the black-scholes formula --<br/>The analytic approach to black-scholes --<br/>Hedging --<br/>Bond models and interest rate options --<br/>Computational methods for bonds --<br/>Currency markets and foreign exchange risks --<br/>International political risk analysis. |
520 ## - SUMMARY, ETC. |
Summary, etc. |
"This book is ideally suited for an introductory undergraduate course on financial engineering. It explains the basic concepts of financial derivatives, including put and call options, as well as more complex derivatives such as barrier options and options on futures contracts. Both discrete and continuous models of market behavior are developed in this book. In particular, the analysis of option prices developed by |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Capital market |
General subdivision |
Mathematical models. |
9 (RLIN) |
9267 |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Hedging (Finance) |
9 (RLIN) |
9268 |
700 ## - ADDED ENTRY--PERSONAL NAME |
Personal name |
Stampfli, Joseph |
Dates associated with a name |
1932 |
Relator term |
author |
9 (RLIN) |
9269 |
942 ## - ADDED ENTRY ELEMENTS (KOHA) |
Source of classification or shelving scheme |
Dewey Decimal Classification |
Koha item type |
Gift Books |