Stochastic calculus and financial applications / (Record no. 18575)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01744nam a22003373a 4500 |
| 001 - CONTROL NUMBER | |
| control field | 990223538000107026 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | BD-KhUET |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250113113641.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 250113s2001 nyu ob 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781468493054 (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1468493051 (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Cancelled/invalid ISBN | 9781441928627 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | NhCcYBP |
| Transcribing agency | NhCcYBP |
| Modifying agency | UkOxU |
| -- | BD-KhUET |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.2 |
| Edition number | 21 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Steele, J. Michael. |
| 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 | ©2001. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | ix, 300 P. : |
| Other physical details | ill. ; |
| Dimensions | 23 cm. |
| 490 1# - SERIES STATEMENT | |
| Series statement | Applications of mathematics ; |
| Volume number/sequential designation | 45 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references (pages 294-295) and index. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Random Walk and First Step Analysis -- First Martingale Steps -- Brownian Motion -- Martingale: The Next Steps -- Richness of Paths -- Itô Integration -- Localization and Itô's Integral -- Itô's Formula -- Stochastic Differential Equations -- Arbitrage and SDEs -- The Diffusion Equation -- Representation Theorem -- Girsanov Theory -- Arbitrage and Martingales -- The Feynman-Kac Connection -- Appendix I. Mathematical Tools -- Appendix II. Comments and Credits -- Bibliography -- Index. |
| 533 ## - REPRODUCTION NOTE | |
| Type of reproduction | Electronic reproduction. |
| Place of reproduction | Ipswich, MA |
| Note about reproduction | Available via World Wide Web. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic analysis. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Business mathematics. |
| 9 (RLIN) | 917 |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | EBSCOhost |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Qualifying information | Original |
| International Standard Book Number | 0387950168 |
| -- | 9780387950167 |
| -- | 1441928626 |
| -- | 9781441928627 |
| Record control number | (DLC) 00025890 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Applications of mathematics ; |
| Volume number/sequential designation | 45. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | EBSCO eBooks |
| Uniform Resource Identifier | <a href="https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=2532837">https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=2532837</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Books |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Full call number | Barcode | Date last seen | Copy number | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Not For Loan | Central Library, KUET | Central Library, KUET | On Display | 10/12/2023 | Ahsania Mission Book Distribution House | 6185.00 | 519.2 STE | 3010063164 | 13/01/2025 | 01 | 13/01/2025 | Books | ||||
| Dewey Decimal Classification | Central Library, KUET | Central Library, KUET | General Stacks | 10/12/2023 | Ahsania Mission Book Distribution House | 6185.00 | 519.2 STE | 3010063165 | 13/01/2025 | 02 | 13/01/2025 | Books |