Quantitative finance : (Record no. 66124)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01491cam a2200253 a 4500 |
| 001 - CONTROL NUMBER | |
| control field | 2008041830 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20110428215326.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 080925s2009 njua b 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| LC control number | 2008041830 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780470431993 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0470431997 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | DLC |
| Transcribing agency | DLC |
| Modifying agency | BTCTA |
| -- | YDXCP |
| -- | C#P |
| -- | BWX |
| -- | CDX |
| -- | HEBIS |
| -- | W2U |
| -- | DLC |
| 050 04 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG106 |
| Item number | .E67 2009 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.01/5195 |
| Edition number | 22 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Epps, T. W. |
| 245 10 - TITLE STATEMENT | |
| Title | Quantitative finance : |
| Remainder of title | its development, mathematical foundations, and current scope / |
| Statement of responsibility, etc | T.W. Epps. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | Hoboken, N.J. : |
| Name of publisher, distributor, etc | Wiley, |
| Date of publication, distribution, etc | c2009. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xviii, 401 p. : |
| Other physical details | ill. ; |
| Dimensions | 25 cm. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references (p. 391-395) and index. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Introduction and overview -- Tools from calculus and analysis -- Probability -- Interest and bond prices -- Models of portfolio choice -- Prices in a mean-variance world -- Rational decisions under risk -- Observed decisions under risk -- Distributions of returns -- Dynamics of prices and returns -- Stochastic calculus -- Portfolio decisions over time -- Optimal growth -- Dynamic models for prices -- Efficient markets -- Static arbitrage pricing -- Dunamic arbitrage pricing -- Properties of option prices -- Martingale pricing -- Modeling volatility -- Discontinuous price processes -- Options on jump processes -- Options on stochastic volatility processes. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance |
| General subdivision | Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Investments |
| General subdivision | Mathematical models. |
| Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Copy number | Cost, replacement price | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Main Library | Main Library | General Shelves | 05/11/2010 | HG106 .E67 | 2000001327 | 05/11/2010 | 1 | 68.41 | 05/11/2010 | Book |