Mathematics of financial obligations (Record no. 1691)

000 -LEADER
fixed length control field 01526nam a2200181Ia 4500
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20240809130532.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
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020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780821891841
040 ## - CATALOGING SOURCE
Original cataloging agency ICTS-TIFR
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number HG4515.3
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Melnikov,V.A. and Others
245 ## - TITLE STATEMENT
Title Mathematics of financial obligations
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Name of publisher, distributor, etc. AMS
Date of publication, distribution, etc. 2013
505 ## - FORMATTED CONTENTS NOTE
Formatted contents note 1. Financial systems: Innovations and the risk calculus<br/>2. Random processes and the stochastic calculus<br/>3. Hedging and investment in complete markets<br/>4. Hedging and incomplete markets<br/>5. Markets with structural constraints and transaction costs<br/>6. Imperfect forms of hedging<br/>7. Dynamic contingent claims and American options<br/>8. Analysis of “bond” contingent claims<br/>9. Economics of insurance and finance: Convergence of quantitative methods of calculations<br/>
520 ## - SUMMARY, ETC.
Summary, etc. Beyond the traditional areas of hedging and investment on complete markets (the Black–Scholes and Cox–Ross–Rubinstein models), the book includes topics that are not currently available in monograph form, such as incomplete markets, markets with constraints, imperfect forms of hedging, and the convergence of calculations in finance and insurance.<br/><br/>The book is geared toward specialists in finance and actuarial mathematics, practitioners in the financial and insurance business, students, and post-docs in corresponding areas of study. Readers should have a foundation in probability theory, random processes, and mathematical statistics.
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Koha item type Book
Holdings
Withdrawn status Lost status Damaged status Not for loan Collection code Home library Shelving location Date acquired Full call number Accession No. Koha item type
        Finance ICTS Rack No 01 01/18/2018 HG4515.3 00954 Book