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Mathematics for finance (Record no. 566408)

000 -LEADER
fixed length control field 01240 a2200265 4500
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20231220132120.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 230420b xxu||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9780857290816
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 332.60151
Item number C172m2
100 ## - MAIN ENTRY--AUTHOR NAME
Personal name Capiński, Marek
245 ## - TITLE STATEMENT
Title Mathematics for finance
Remainder of title an introduction to financial engineering [2nd ed.]
Statement of responsibility, etc Marek Capiński and Tomasz Zastawniak
250 ## - EDITION STATEMENT
Edition statement 2nd ed.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Name of publisher Springer
Year of publication 2011
Place of publication London
300 ## - PHYSICAL DESCRIPTION
Number of Pages xiii, 336p
440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE
Title Springer undergraduate mathematics series
520 ## - SUMMARY, ETC.
Summary, etc Mathematics for Finance: An Introduction to Financial Engineering combines financial motivation with mathematical style. Assuming only basic knowledge of probability and calculus, it presents three major areas of mathematical finance, namely Option pricing based on the no-arbitrage principle in discrete and continuous time setting, Markowitz portfolio optimisation and Capital Asset Pricing Model, and basic stochastic interest rate models in discrete setting.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Business mathematics
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Finance -- Mathematical models
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Investments -- Mathematics
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Zastawniak, Tomasz
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Withdrawn status Lost status Damaged status Not for loan Collection code Permanent Location Current Location Date acquired Source of acquisition Cost, normal purchase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 Copy number Cost, replacement price Koha item type
        TEXT PK Kelkar Library, IIT Kanpur PK Kelkar Library, IIT Kanpur 2023-04-19 7 1812.55 332.60151 C172m2 cop.1 A186095 Copy1 3072.12 Text Books
        TEXT PK Kelkar Library, IIT Kanpur PK Kelkar Library, IIT Kanpur 2023-04-19 7 1812.55 332.60151 C172m2 cop.2 A186096 Copy2 3072.12 Text Books

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