An introduction to the mathematics of financial derivatives / (Record no. 26566)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02368 a2200397 4500 |
| 001 - CONTROL NUMBER | |
| control field | 26566 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | TR-AnTOB |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20211215132238.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 060624s2000 caua b 00110 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| LC control number | 99069121 |
| 015 ## - NATIONAL BIBLIOGRAPHY NUMBER | |
| National bibliography number | GBA1-18778 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0125153929 |
| 029 ## - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | UKM |
| System control number | bA118778 |
| OCLC library identifier | NLGGC |
| System control number | 197305296 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | DLC |
| Transcribing agency | DLC |
| Modifying agency | UKM |
| -- | LVB |
| -- | IBS |
| -- | BAKER |
| -- | NLGGC |
| -- | TRTET |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | İngilizce |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | MAIN |
| 050 #0 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG6024.A3 |
| Item number | N44 2000 |
| 084 ## - OTHER CLASSIFICATION NUMBER | |
| Classification number | 85.33 |
| Number source | bcl |
| 090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN) | |
| Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) | HG6024.A3 N44 2000 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Neftci, Salih N. |
| 9 (RLIN) | 24521 |
| 245 #3 - TITLE STATEMENT | |
| Title | An introduction to the mathematics of financial derivatives / |
| Statement of responsibility, etc. | Salih N. Neftci. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2nd ed. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | San Diego : |
| Name of producer, publisher, distributor, manufacturer | Academic Press, |
| Date of production, publication, distribution, manufacture, or copyright notice | c2000. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxvii, 527 p. : |
| Other physical details | ill. ; |
| Dimensions | 24 cm. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | |
| 505 #0 - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Financial derivatives : a brief introduction -- A primer on the arbitrage theorem -- Calculus in deterministic and stochastic environments -- Pricing derivatives : models and notation -- Tools in probability theory -- Martingales and martingale representations -- Differentiation in stochastic environments -- The Wiener process and rare events in financial markets -- Integration in stochastic environments : the Ito integral -- Ito's lemma -- The dynamics of derivative prices : stochastic differential equations -- Pricing derivative products : partial differential equations -- The Black-Scholes PDE : an application -- Pricing derivative products : equivalent martingale measures -- Equivalent martingale measures : applications -- New results and tools for interest-sensitive securities -- Arbitrage theorem in a new setting : normalization and random interest rates -- Modeling term structure and related concepts -- Classical and HJM approaches to fixed income -- Classical PDE analysis for interest rate derivatives -- Relating conditional expectations to PDEs -- Stopping times and American-type securities. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Türev ürünler |
| General subdivision | Matematik |
| 9 (RLIN) | 24970 |
| Topical term or geographic name entry element | Derivative securities |
| General subdivision | Mathematics |
| 9 (RLIN) | 24971 |
| 856 #4 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="http://www.loc.gov/catdir/toc/els033/99069121.html">http://www.loc.gov/catdir/toc/els033/99069121.html</a> |
| Materials specified | Table of contents |
| 857 #4 - | |
| -- | http://www.loc.gov/catdir/description/els033/99069121.html |
| -- | Publisher description |
| 902 ## - LOCAL DATA ELEMENT B, LDB (RLIN) | |
| a | 0015093 |
| 994 ## - | |
| -- | C0 |
| -- | TRTET |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Book |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Materials specified (bound volume or other part) | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Serial Enumeration / chronology | Inventory number | Total Checkouts | Total Holds | Full call number | Barcode | Date last seen | Date last checked out | Copy number | Date shelved | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| C.1 | Ödünç Verilebilir / Available | Genel Koleksiyon | Merkez Kütüphane | Merkez Kütüphane | Genel Koleksiyon / Main Collection | 24/12/2006 | Satın Alma / Purchase | 1 | İKT | 1 | HG6024.A3 N44 2000 | 0015093 | 24/04/2019 | 26/02/2019 | 1 | 21/04/2010 | Book |
