An introduction to the mathematics of financial derivatives / (Record no. 23211)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02914cam a22002054i 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9780123846822 |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | English |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.632 |
| Item number | HIR |
| 100 1# - MAIN ENTRY--AUTHOR NAME | |
| Author name | Hirsa, Ali. |
| 245 13 - TITLE STATEMENT | |
| Title | An introduction to the mathematics of financial derivatives / |
| Statement of responsibility, etc | etd. by Ali Hirsa, Salih N. Neftci. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 3rd ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | Cambridge: |
| Name of publisher | Academic Press, |
| Year of publication | 2014. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | ix, 444 pages : |
| Other physical details | ill. ; |
| Dimensions | 25 cm. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Financial derivatives<br/>a brief introduction<br/>A primer on the arbitrage theorem<br/>Review of deterministic calculus<br/>Pricing derivatives : models and notation<br/>Tools in probability theory<br/>Martingales and Martingale representations<br/>Differentiation in stochastic environments<br/>The Wiener process, Lévy processes, and rare events in financial markets<br/>Integration in stochastic environments<br/>Itô's lemma<br/>The dynamics of derivative prices<br/>Pricing derivative products : partial differential equations<br/>PDEs and PIDEs<br/>an application<br/>Pricing derivative products : equivalent Martingale measures<br/>Equivalent Martingale measures<br/>New results and tools for interest-sensitive securities<br/>Arbitrage theorem in a new setting<br/>Modeling term structure and related concepts<br/>Classical and HJM approach to fixed income<br/>Classical PDE analysis for interest rate derivatives<br/>Relating conditional expectations to PDEs<br/>Pricing derivatives via Fourier transform technique<br/>Credit spread and credit derivatives<br/>Stopping times and American-type securities<br/>Overview of calibration and estimation techniques |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | An Introduction to the Mathematics of Financial Derivatives is a popular, intuitive text that eases the transition between basic summaries of financial engineering to more advanced treatments using stochastic calculus. Requiring only a basic knowledge of calculus and probability, it takes readers on a tour of advanced financial engineering. This classic title has been revised by Ali Hirsa, who accentuates its well-known strengths while introducing new subjects, updating others, and bringing new continuity to the whole. Popular with readers because it emphasizes intuition and common sense, An Introduction to the Mathematics of Financial Derivatives remains the only "introductory" text that can appeal to people outside the mathematics and physics communities as it explains the how's and whys of practical finance problems. Facilitates readers' understanding of underlying mathematical and theoretical models by presenting a mixture of theory and applications with hands-on learning. Presented intuitively, breaking up complex mathematics concepts into easily understood notions. Encourages use of discrete chapters as complementary readings on different topics, offering flexibility in learning and teaching |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Subject | Derivative securities |
| General subdivision | Mathematics. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Author 2/ Editor | Neftci, Salih N. |
| 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 | Full call number | Accession Number | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Institute of Public Enterprise, Library | Institute of Public Enterprise, Library | S Campus | 05/17/2024 | Atlantic Publishers | 5483.18 | 332.632 HIR | 48498 | 05/17/2024 | Books |
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