| 000 -LEADER |
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| fixed length control field |
a |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
230904b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781108411431 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.0151 |
| Item number |
MAZ |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Mazzoni, Thomas |
| 245 ## - TITLE STATEMENT |
|---|
| Title |
First course in quantitative finance |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Name of publisher, distributor, etc |
Cambridge University Press, |
| Date of publication, distribution, etc |
2018 |
| Place of publication, distribution, etc |
Cambridge : |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
x, 588 p. ; |
| Other physical details |
ill., |
| Dimensions |
25 cm |
| 365 ## - TRADE PRICE |
|---|
| Price amount |
48.99 |
| Price type code |
GBP |
| Unit of pricing |
110.40 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and index. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
A First Course in Quantitative Finance is suitable for economics, finance, econometrics and mathematics students with an interest in quantitative finance. Covering all topics from the architecture of financial markets to derivatives, it uses stereoscopic images to allow 3D visualisation of complex subjects without the need for additional tools. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Mathematical models |
|
|---|
| Topical term or geographic name as entry element |
Characteristic function |
|
|---|
| Topical term or geographic name as entry element |
Discount bond |
|
|---|
| Topical term or geographic name as entry element |
Expectation value |
|
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| Topical term or geographic name as entry element |
Geometric Brownian motion |
|
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| Topical term or geographic name as entry element |
Implied volality |
|
|---|
| Topical term or geographic name as entry element |
Martingale |
|
|---|
| Topical term or geographic name as entry element |
Swaption |
|
|---|
| Topical term or geographic name as entry element |
Ito's lemma |
|
|---|
| Topical term or geographic name as entry element |
Future contract |
|
|---|
| Topical term or geographic name as entry element |
Bonds |
|
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| Topical term or geographic name as entry element |
Derivatives |
|
|---|
| Topical term or geographic name as entry element |
Black scholes model |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Item type |
Books |