| 000 -LEADER |
|---|
| fixed length control field |
01421cam a2200229 a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20190212122718.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
130605s2009 njua b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780470431993 (cloth) |
|
|---|
| International Standard Book Number |
0470431997 (cloth) |
| 041 ## - Language |
|---|
| Language code of text/sound track or separate title |
eng |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG106 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.015195 |
| Edition number |
22 |
| Item number |
E644 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Epps, T. W. |
| 9 (RLIN) |
27712 |
| 245 10 - IMMEDIATE SOURCE OF ACQUISITION NOTE |
|---|
| Title |
Quantitative finance : its development, mathematical foundations, and current scope / |
| Statement of responsibility, etc |
T.W. Epps. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Hoboken, N.J. : |
| Name of publisher, distributor, etc |
Wiley, |
| Date of publication, distribution, etc |
2009. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xviii, 401 p. : |
| Other physical details |
ill. ; |
| Dimensions |
25 cm. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references (p. 391-395) and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Introduction and overview -- Tools from calculus and analysis -- Probability -- Interest and bond prices -- Models of portfolio choice -- Prices in a mean-variance world -- Rational decisions under risk -- Observed decisions under risk -- Distributions of returns -- Dynamics of prices and returns -- Stochastic calculus -- Portfolio decisions over time -- Optimal growth -- Dynamic models for prices -- Efficient markets -- Static arbitrage pricing -- Dunamic arbitrage pricing -- Properties of option prices -- Martingale pricing -- Modeling volatility -- Discontinuous price processes -- Options on jump processes -- Options on stochastic volatility processes. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Finance |
| General subdivision |
Mathematical models. |
| 9 (RLIN) |
27659 |
|
|---|
| Topical term or geographic name as entry element |
Investments |
| General subdivision |
Mathematical models. |
| 9 (RLIN) |
6966 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Item type |
Book |
