MARC details
| 000 -LEADER |
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| fixed length control field |
02301cam a22003974a 4500 |
| 001 - CONTROL NUMBER |
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| control field |
3887 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
BD-DhEWU |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20190313123828.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
000411s2001 nyu g b 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
0387950168 (hc : alk. paper) |
|
|---|
| International Standard Book Number |
9780387950167 |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCLC)43936675 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Transcribing agency |
DLC |
| Modifying agency |
DLC |
| -- |
BD-DhEWU |
| Language of cataloging |
eng |
| 041 ## - LANGUAGE CODE |
|---|
| Language code of text/sound track or separate title |
eng |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
QA274.2 |
| Item number |
.S74 2000 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
519.2 |
| Edition number |
21 |
| Item number |
STS 2001 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Steele, J. Michael. |
| 9 (RLIN) |
19878 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Stochastic calculus and financial applications / |
| Statement of responsibility, etc |
J. Michael Steele. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
New York : |
| Name of publisher, distributor, etc |
Springer, |
| Date of publication, distribution, etc |
c2001. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
ix, 300 p. : |
| Dimensions |
25 cm. |
| 440 #0 - SERIES STATEMENT/ADDED ENTRY--TITLE |
|---|
| Title |
Applications of mathematics ; |
| Volume number/sequential designation |
45 |
| 9 (RLIN) |
19879 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references (p. [294]-295) and index. |
| 505 ## - FORMATTED CONTENTS NOTE |
|---|
| Title |
TOC |
| Formatted contents note |
Random Walk and First Step Analysis --<br/>First Martingale Steps --<br/>Brownian Motion --<br/>Martingale: The Next Steps --<br/>Richness of Paths --<br/>Itô Integration --<br/>Localization and Itô's Integral --<br/>Itô's Formula --<br/>Stochastic Differential Equations --<br/>Arbitrage and SDEs --<br/>The Diffusion Equation --<br/>Representation Theorem --<br/>Girsanov Theory --<br/>Arbitrage and Martingales --<br/>The Feynman-Kac Connection --<br/>Appendix I. Mathematical Tools --<br/>Appendix II. Comments and Credits --<br/>Bibliography --<br/>Index. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
"This book is designed for students who want to develop professional skills in stochastic calculus and its application to problems in finance. The Wharton School course on which the book is based is designed for energetic students who have had some experience with probability and statistics, but who have not had advanced courses in stochastic processes. Even though the course assumes only a modest background, it |
| 526 ## - STUDY PROGRAM INFORMATION NOTE |
|---|
| Program name |
Economics |
| Requested Dept. (EWU) |
BA |
| 590 ## - LOCAL NOTE (RLIN) |
|---|
| Local note |
Sagar Shahanawaz |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Stochastic analysis. |
| 9 (RLIN) |
19880 |
|
|---|
| Topical term or geographic name as entry element |
Business mathematics. |
| 9 (RLIN) |
19881 |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
WorldCat details |
| Uniform Resource Identifier |
http://www.worldcat.org/title/stochastic-calculus-and-financial-applications/oclc/43936675&referer=brief_results |
|
|---|
| Materials specified |
E-book Fulltext |
| Uniform Resource Identifier |
http://lib.ewubd.edu/ebook/3887 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Text |