Central Bank of Nigeria Library

Stochastic finance : (Record no. 1432)

MARC details
000 -LEADER
fixed length control field 02003cam a2200325 a 4500
001 - CONTROL NUMBER
control field 2010044425
003 - CONTROL NUMBER IDENTIFIER
control field DLC
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20151013135938.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 101022s2011 flua b 001 0 eng
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
LC control number 2010044425
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781439812501 (hardcover : alk. paper)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 1439812500 (hardcover : alk. paper)
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)ocn671573418
040 ## - CATALOGING SOURCE
Original cataloging agency DLC
Transcribing agency DLC
Modifying agency YDX
-- YDXCP
-- BWX
-- CDX
-- DLC
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG173
Item number .V38 2011
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.01'51922
Edition number 22
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Večeř, Jan.
245 10 - TITLE STATEMENT
Title Stochastic finance :
Remainder of title a numeraire approach /
Statement of responsibility, etc. Jan Vecer.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc. Boca Raton, FL :
Name of publisher, distributor, etc. CRC Press,
Date of publication, distribution, etc. c2011.
300 ## - PHYSICAL DESCRIPTION
Extent xv, 326 p. :
Other physical details ill. ;
Dimensions 25 cm.
440 1# - SERIES STATEMENT/ADDED ENTRY--TITLE
Title Chapman & Hall/CRC financial mathematics series
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references and index.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Elements of finance -- Binomial models -- Diffusion models -- Interest rate contracts -- Barrier options -- Lookback options -- American options -- Contracts on three or more assets : quantos, rainbows and "friends" -- Asian options -- Jump models.
520 ## - SUMMARY, ETC.
Summary, etc. This book can be regarded as a wonderful application of stochastic analysis, as it includes not only detailed theoretical proofs but also practical illustrative examples. With the systematic and feasible numeraire techniques, the book can serve as an everyday reference book for practitioners, but also as a powerful tool to deal with pricing and hedging for complicated financial assets. Most importantly, the representation of prices as a pairwise relationship of two assets is the most novel characteristic of this book, which could lead to deeper understanding of derivative contracts. Although the importance of the choice of numeraire has been recognized for quite some time, this is the first book to stress the fundamental role that numeraires play in modern asset pricing theory.
590 ## - LOCAL NOTE - Cataloguer & Date
Local note oif 17/06/14
591 ## - Local Note: Item Class (Ref/Loans/Arch): Loans
Local Note: Item Class Loan
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Finance.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Stochastic analysis.
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Monograph & others
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Date acquired Total Checkouts Total Holds Full call number Barcode Date last seen Bill Date Koha item type Collection code Shelving location Copy number Cost, replacement price
    Dewey Decimal Classification     CBN ABEOKUTA BRANCH LIBRARY CBN ABEOKUTA BRANCH LIBRARY 15/01/2019     332.01'51922 VEC 31008100412184 15/01/2019 15/01/2019 Monograph & others Non-fiction General Stacks c.1  
    Dewey Decimal Classification     CBN AKURE BRANCH LIBRARY CBN AKURE BRANCH LIBRARY 23/01/2019     332.01'51922 VEC 31008100371299 23/01/2019 23/01/2019 Monograph & others Non-fiction General Stacks c.1  
    Dewey Decimal Classification     CBN BAUCHI BRANCH LIBRARY CBN BAUCHI BRANCH LIBRARY 03/05/2018     332.01'51922 VEC 31008100560545 03/05/2018 03/05/2018 Monograph & others Non-fiction General Stacks c.1  
    Dewey Decimal Classification     CBN BENIN BRANCH LIBRARY CBN BENIN BRANCH LIBRARY 14/06/2018     332.01'51922 VEC 31008100478284 14/06/2018 14/06/2018 Monograph & others Non-fiction General Stacks c.1  
    Dewey Decimal Classification     CBN CALABAR BRANCH LIBRARY CBN CALABAR BRANCH LIBRARY 23/10/2019     332.01'51922 VEC 31008100760459 23/10/2019 23/10/2019 Monograph & others Non-fiction General Stacks c.1  
    Dewey Decimal Classification     CBN ENUGU BRANCH LIBRARY CBN ENUGU BRANCH LIBRARY 23/10/2018     332.01'51922 VEC 31008100635370 23/10/2018 23/10/2018 Monograph & others Non-fiction General Stacks c. 1  
    Dewey Decimal Classification     CBN HQ Library CBN HQ Library 13/10/2015     332.01'51922 VEC 31008100036322 13/10/2015 13/10/2015 Monograph & others        
    Dewey Decimal Classification     CBN HQ Library CBN HQ Library 13/10/2015     332.01'51922 VEC 31008100036330 13/10/2015 13/10/2015 Monograph & others        
    Dewey Decimal Classification     CBN IBADAN BRANCH LIBRARY CBN IBADAN BRANCH LIBRARY 09/05/2018     332.01'51922 VEC 31008100734215 09/05/2018 09/05/2018 Monograph & others   General Stacks C.1  
    Dewey Decimal Classification     CBN ILORIN BRANCH LIBRARY CBN ILORIN BRANCH LIBRARY 07/08/2018     332.01'51922 VEC 31008100825468 07/08/2018 07/08/2018 Monograph & others Non-fiction General Stacks    
    Dewey Decimal Classification     CBN JOS BRANCH LIBRARY CBN JOS BRANCH LIBRARY 20/07/2018     332.01'51922 31008100532148 20/07/2018 20/07/2018 Monograph & others Non-fiction General Stacks c.1  
    Dewey Decimal Classification     CBN KADUNA BRANCH LIBRARY CBN KADUNA BRANCH LIBRARY 18/05/2018     332.01'51922 VEC 31008100493275 18/05/2018 18/05/2018 Monograph & others Non-fiction General Stacks    
    Dewey Decimal Classification     CBN KANO BRANCH LIBRARY CBN KANO BRANCH LIBRARY 30/04/2018     332.01'51922 VEC 31008100649777 30/04/2018 30/04/2018 Monograph & others Non-fiction General Stacks c.1  
    Dewey Decimal Classification     CBN KATSINA BRANCH LIBRARY CBN KATSINA BRANCH LIBRARY 10/05/2018     332.01'51922 VEC 31008100377247 10/05/2018 10/05/2018 Monograph & others Non-fiction General Stacks    
    Dewey Decimal Classification     CBN LAGOS LAISON OFFICE LIBRARY CBN LAGOS LAISON OFFICE LIBRARY 26/04/2018     332.01'51922 VEC 31008100682844 26/04/2018 26/04/2018 Monograph & others Non-fiction General Stacks c. 1  
    Dewey Decimal Classification     CBN LAGOS LEARNING CENTRE LIBRARY CBN LAGOS LEARNING CENTRE LIBRARY 18/10/2018     332.01'51922 VEC 31008100721550 18/10/2018 18/10/2018 Monograph & others Non-fiction General Stacks c.1  
    Dewey Decimal Classification     CBN MAIDUGURI BRANCH LIBRARY CBN MAIDUGURI BRANCH LIBRARY 10/12/2018     332.01'51922 VEC 9781439812501 10/12/2018 10/12/2018 Monograph & others Non-fiction General Stacks c. 1  
    Dewey Decimal Classification     CBN MAKURDI BRANCH LIBRARY CBN MAKURDI BRANCH LIBRARY 13/10/2015     332.01'51922 VEC 31008100428743 17/05/2019 17/05/2019 Monograph & others Non-fiction General Stacks c.1 2015.00
    Dewey Decimal Classification     CBN MINNA BRANCH LIBRARY CBN MINNA BRANCH LIBRARY 04/05/2018     332.01'51922 VEC 31008100393442 04/05/2018 04/05/2018 Monograph & others Non-fiction General Stacks c.1  
    Dewey Decimal Classification     CBN OWERRI BRANCH LIBRARY CBN OWERRI BRANCH LIBRARY 09/04/2018     332.01'51922 VEC 31008100470067 09/04/2018 09/04/2018 Monograph & others Non-fiction General Stacks C.1  
    Dewey Decimal Classification     CBN PORTHARCOURT BRANCH LIBRARY CBN PORTHARCOURT BRANCH LIBRARY 01/06/2018     332.01'51922VEC 31008100435813 01/06/2018 01/06/2018 Monograph & others Non-fiction General Stacks C.1  
    Dewey Decimal Classification     CBN SOKOTO BRANCH LIBRARY CBN SOKOTO BRANCH LIBRARY 22/03/2018     332.01'51922 VEC 31008100398243 22/03/2018 22/03/2018 Monograph & others Non-fiction      
    Dewey Decimal Classification     CBN UYO BRANCH LIBRARY CBN UYO BRANCH LIBRARY 26/03/2018     332.01'51922 VEC 31008100453626 26/03/2018 26/03/2018 Monograph & others Non-fiction General Stacks C1  
    Dewey Decimal Classification     CBN YOLA BRANCH LIBRARY CBN YOLA BRANCH LIBRARY 07/08/2018     332.01'51922 VEC 31008100787213 07/08/2018 07/08/2018 Monograph & others Non-fiction General Stacks c.1