Mathematical Modeling and Computation in Finance : (Record no. 31730)

MARC details
000 -LEADER
fixed length control field 02437nam a2200253Ia 4500
001 - CONTROL NUMBER
control field 42883
003 - CONTROL NUMBER IDENTIFIER
control field IN-BdCUP
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20230421155244.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 230413s2023 000 0 eng
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 1786348055
040 ## - CATALOGING SOURCE
Language of cataloging eng
Transcribing agency IN-BdCUP
041 ## - LANGUAGE CODE
Language code of text/sound track or separate title eng
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.0151922
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Oosterlee, Cornelis W
245 #0 - TITLE STATEMENT
Title Mathematical Modeling and Computation in Finance :
Remainder of title With Exercises and Python and MATLAB Computer Codes /
Statement of responsibility, etc. Oosterlee, Cornelis W & Grzelak, Lech A
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. New Jersy :
Name of publisher, distributor, etc. World Scientific Publishing Europe Limited,
Date of publication, distribution, etc. 2019.
300 ## - PHYSICAL DESCRIPTION
Extent xviii, 556p. ;
Dimensions 25 cm.
520 ## - SUMMARY, ETC.
Summary, etc. This book discusses the interplay of stochastics (applied probability theory) and numerical analysis in the field of quantitative finance. The stochastic models, numerical valuation techniques, computational aspects, financial products, and risk management applications presented will enable readers to progress in the challenging field of computational finance. When the behavior of financial market participants changes, the corresponding stochastic mathematical models describing the prices may also change. Financial regulation may play a role in such changes too. The book thus presents several models for stock prices, interest rates as well as foreign-exchange rates, with increasing complexity across the chapters. As is said in the industry, do not fall in love with your favorite model. The book covers equity models before moving to short-rate and other interest rate models. We cast these models for interest rate into the Heath-Jarrow-Morton framework, show relations between the different models, and explain a few interest rate products and their pricing. The chapters are accompanied by exercises. Students can access solutions to selected exercises, while complete solutions are made available to instructors. The MATLAB and Python computer codes used for most tables and figures in the book are made available for both print and e-book users. This book will be useful for people working in the financial industry, for those aiming to work there one day, and for anyone interested in quantitative finance. The topics that are discussed are relevant for MSc and PhD students, academic researchers, and for quants in the financial industry.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Finance
Topical term or geographic name entry element Finance--Mathematical models
Topical term or geographic name entry element Stochastic analysis
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Grzelak, Lech A
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Book
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Date acquired Source of acquisition Cost, normal purchase price Bill number Total checkouts Full call number Barcode Date last seen Actual Cost, replacement price Bill Date Koha item type
    Dewey Decimal Classification     Ranganathan Library Ranganathan Library 24/06/2020 Data Entry Backlog 4147.00 1831   332.0151922 039663 13/04/2023 2695.55 02/03/2020 Book
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