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Lectures on Mathematical Finance and Related topics (Record no. 550921)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01092nam a2200169Ia 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 240825s9999 xx 000 0 und d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9789811209567 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.0151 |
| Item number | KIF |
| 100 ## - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Kifer, Yuri |
| 245 #0 - TITLE STATEMENT | |
| Title | Lectures on Mathematical Finance and Related topics |
| Statement of responsibility, etc | / Kifer, Yuri |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher | World Scientific |
| Year of publication | 2019 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | 344 pages. 21cms |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Rigorous mathematical finance relies strongly on two additional fields: optimal stopping and stochastic analysis. This book is the first one which presents not only main results in the mathematical finance but also these 'related topics' with all proofs and in a self-contained form. The book treats both discrete and continuous time mathematical finance. Some topics, such as Israeli (game) contingent claims, and several proofs have not appeared before in a self-contained book form. The book contains exercises with solutions at the end of it and it can be used for a yearlong advanced graduate course for mathematical students. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Mathematical Finance |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | English Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Full call number | Accession Number | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Anna Centenary Library | Anna Centenary Library | 4TH FLOOR, A WING | 25.08.2024 | 332.0151 KIF | 689765 | 25.08.2024 | English Books |