| 000 -LEADER |
|---|
| fixed length control field |
02466cam a22003258i 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
17915926 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
APU |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20151009051504.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
131023t20142013nju b 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2013034292 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781118831960 (hbk.) |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Transcribing agency |
DLC |
| Modifying agency |
ANA |
| 042 ## - AUTHENTICATION CODE |
|---|
| Authentication code |
pcc |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG106 |
| Item number |
.G36 2014 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.015195 |
| Edition number |
23 |
| Item number |
GAN 2014 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Gan, Guojun, |
| Dates associated with a name |
1979- |
| 9 (RLIN) |
30405 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Measure, probability, and mathematical finance : |
| Remainder of title |
a problem oriented approach / |
| Statement of responsibility, etc |
Guojun Gan, Chaoqun Ma, Hong Xie. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Hoboken, NJ. : |
| Name of publisher, distributor, etc |
John Wiley & Sons Inc., |
| Date of publication, distribution, etc |
2014. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xxiii, 715 p. ; |
| Dimensions |
24 cm. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Preface -- Measure theory -- Sets and sequences -- Measures -- Extension of measures -- Lebesgue Stieltjee measures -- Measurable functions -- Lebesgue integration -- The Radon Nikodym theorem -- LP spaces -- Convergence -- Product measures -- Probability theory -- Events and random variables -- Independence -- Expectation -- Conditional expectation -- Inequalities -- Law of large numbers -- Characteristic functions -- Discrete distributions -- Continuous distributions -- Central limit theorems -- Stochastic processes -- Martingales -- Stopping times -- Martingale inequalities -- Martingale convergence theorems -- Random walks -- Poisson processes -- Brownian motions -- Markov processes -- Levy processes -- Stochastic calculus -- The wiener integral -- The it "o" integral -- Extension of it "o" integrals -- Martingale stochastic integrals -- The it o's formula -- Martingale representation theorem -- Change of measure -- Stochastic differential equations -- Libor market models -- Diffusions -- The Feyn Mankac formula -- Stochastic financial models -- Discretetime models -- Blackscholes -- Pathdependent options -- American options -- Instantaneous forward rate models -- References -- List of symbols -- Subject index -- Financial glossary. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Finance |
| General subdivision |
Mathematical models. |
| 9 (RLIN) |
1936 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Social sciences |
| General subdivision |
Research |
| -- |
Statistical methods. |
| 9 (RLIN) |
22769 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Ma, Chaoqun. |
| 9 (RLIN) |
30406 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Xie, Hong. |
| 9 (RLIN) |
30407 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Display text |
Online version: |
| Main entry heading |
Gan, Guojun, 1979- |
| Title |
Measure, probability, and mathematical finance |
| Place, publisher, and date of publication |
Hoboken : Wiley, 2014 |
| International Standard Book Number |
9781118347386 |
| Record control number |
(DLC) 2013043863 |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) |
|---|
| a |
7 |
| b |
cbc |
| c |
orignew |
| d |
1 |
| e |
ecip |
| f |
20 |
| g |
y-gencatlg |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Koha item type |
Book |
| Koha issues (borrowed), all copies |
2 |
