Calculus of finance (Record no. 3196)

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020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9788173717239
040 ## - CATALOGING SOURCE
Original cataloging agency ICTS-TIFR
050 ## - LIBRARY OF CONGRESS CALL NUMBER
Classification number HB135
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Habib, Amber
245 ## - TITLE STATEMENT
Title Calculus of finance
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. Hyderabad
Name of publisher, distributor, etc. Universities press
Date of publication, distribution, etc. 2010
300 ## - Physical Description
Pages: xii, 283 pp.
505 ## - FORMATTED CONTENTS NOTE
Formatted contents note 1. Basic concepts;<br/>2. Deterministic cash flows;<br/>3. Random cash flows;<br/>4. Forwards and futures;<br/>5. Stock price models;<br/>6. Options;<br/>7. The black-scholes model;<br/>8. Value at risk;<br/>Appendix A: Calculus;<br/>Appendix B: Probability and statistics;<br/>Appendix C: Solutions to selected exercises
520 ## - SUMMARY, ETC.
Summary, etc. This book is broadly about the mathematical aspects of finance. It introduces the reader to the basic concepts and products of modern finance and explores various mathematical models dealing with quantification of risk, which form the backbone of modern financial analysis. The emphasis is not so much on the details of the financial world as the basic principles by which one seeks an understanding of it. No prior knowledge of economics or finance is called for—an exposure to basic calculus and probability is all that is required of the reader. The appendix covers this ground in fair detail and would itself serve as a comprehensive primer of mathematics for finance for a beginner. The book is peppered with examples that use real-life data to ground the theory covered in the book. The exercises to be worked out are also interspersed in the text—their purpose varies from simple practice in applying formulas to extending the ideas learnt to new situations. Solutions to all the exercise problems are included as Appendix C, a feature that will be welcomed by both students and faculty. The book will serve well as an introductory book on applied mathematics in finance, of interest to students of mathematics, finance and financial management. For those starting out as practitioners of mathematical finance, this is an ideal introduction.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Mathematical economics
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 Inventory number Full call number Accession No. Copy number Koha item type
        Economics ICTS Rack No 01 09/27/2022 Gratis HB135 02570 1 Book