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A first course in quantitative finance (Record no. 559835)

000 -LEADER
fixed length control field 01756 a2200205 4500
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20181217131706.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 181210b xxu||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781108411431
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 332.0151
Item number M459f
100 ## - MAIN ENTRY--AUTHOR NAME
Personal name Mazzoni, Thomas
245 ## - TITLE STATEMENT
Title A first course in quantitative finance
Statement of responsibility, etc Thomas Mazzoni
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication Cambridge
Name of publisher Cambridge University Press
Year of publication 2018
300 ## - PHYSICAL DESCRIPTION
Number of Pages x, 588p
520 ## - SUMMARY, ETC.
Summary, etc This new and exciting book offers a fresh approach to quantitative finance and utilises novel features, including stereoscopic images which permit 3D visualisation of complex subjects without the need for additional tools. Offering an integrated approach to the subject, A First Course in Quantitative Finance introduces students to the architecture of complete financial markets before exploring the concepts and models of modern portfolio theory, derivative pricing and fixed income products in both complete and incomplete market settings. Subjects are organised throughout in a way that encourages a gradual and parallel learning process of both the economic concepts and their mathematical descriptions, framed by additional perspectives from classical utility theory, financial economics and behavioural finance. Suitable for postgraduate students studying courses in quantitative finance, financial engineering and financial econometrics as part of an economics, finance, econometric or mathematics program, this book contains all necessary theoretical and mathematical concepts and numerical methods, as well as the necessary programming code for porting algorithms onto a computer.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Quantitative finance
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Financial economics -- Behavioral finance
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type Books
Holdings
Withdrawn status Lost status Damaged status Not for loan Collection code Permanent Location Current Location 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 2018-12-03 2 3243.96 332.0151 M459f A184063 4054.95 Books

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