MARC details
| 000 -LEADER |
|---|
| fixed length control field |
02121nam a2200337 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
OTLid0000747 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
MnU |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20201105133356.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
|---|
| fixed length control field |
m o d s |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
190721s2019 mnu o 0 0 eng d |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
MnU |
| Language of cataloging |
eng |
| Transcribing agency |
MnU |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
QA37.3 |
| 245 00 - TITLE STATEMENT |
|---|
| Title |
Introduction to Financial Mathematics Concepts and Computational Methods |
| Statement of responsibility, etc. |
Arash Fahim |
| 264 #2 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Name of producer, publisher, distributor, manufacturer |
Open Textbook Library |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Name of producer, publisher, distributor, manufacturer |
Florida State University |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
1 online resource |
| 490 0# - SERIES STATEMENT |
|---|
| Series statement |
Open textbook library. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
1 Preliminaries of finance and risk managemetn -- 2 Modeling financial assets in discrete-time markets -- 3 Modelling financial asserts in cotinuous-time -- 4 American options |
| 520 0# - SUMMARY, ETC. |
|---|
| Summary, etc. |
Introduction to Financial Mathematics: Concepts and Computational Methods serves as a primer in financial mathematics with a focus on conceptual understanding of models and problem solving. It includes the mathematical background needed for risk management, such as probability theory, optimization, and the like. The goal of the book is to expose the reader to a wide range of basic problems, some of which emphasize analytic ability, some requiring programming techniques and others focusing on statistical data analysis. In addition, it covers some areas which are outside the scope of mainstream financial mathematics textbooks. For example, it presents marginal account setting by the CCP and systemic risk, and a brief overview of the model risk. Inline exercises and examples are included to help students prepare for exams on this book. |
| 542 1# - INFORMATION RELATING TO COPYRIGHT STATUS |
|---|
| Copyright statement |
Attribution-NonCommercial-ShareAlike |
| 546 ## - LANGUAGE NOTE |
|---|
| Language note |
In English. |
| 588 0# - SOURCE OF DESCRIPTION NOTE |
|---|
| Source of description note |
Description based on online resource |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Mathematics |
| Form subdivision |
Textbooks |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Fahim, Arash |
| Relator term |
author |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
|---|
| Corporate name or jurisdiction name as entry element |
Open Textbook Library |
| Relator term |
distributor |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
<a href="https://open.umn.edu/opentextbooks/textbooks/747">https://open.umn.edu/opentextbooks/textbooks/747</a> |
| Public note |
Access online version |
