Lectures on Mathematical Finance and Related Topics / (Record no. 7007)

MARC details
000 -LEADER
fixed length control field 01179nam a2200205 4500
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20251112210306.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 250310b |||||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9789811209567
041 ## - LANGUAGE CODE
Language code of text/sound track or separate title eng
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519
Item number KifL
100 ## - MAIN ENTRY--AUTHOR NAME
Personal name Kifer, Yuri
245 ## - TITLE STATEMENT
Title Lectures on Mathematical Finance and Related Topics /
Statement of responsibility, etc Yuri Kifer
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication New Jersey:
Name of publisher World Scientific;
Year of publication ©2020
300 ## - PHYSICAL DESCRIPTION
Number of Pages 344p.
520 ## - SUMMARY, ETC.
Summary, etc Rigorous mathematical finance relies strongly on two additional fields: optimal stopping and stochastic analysis. This book is the first one which presents not only main results in the mathematical finance but also these 'related topics' with all proofs and in a self-contained form. The book treats both discrete and continuous time mathematical finance. Some topics, such as Israeli (game) contingent claims, and several proofs have not appeared before in a self-contained book form. The book contains exercises with solutions at the end of it and it can be used for a yearlong advanced graduate course for mathematical students.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Discrete Time Case
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Continuous Time Case
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Solutions of Exercises
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type Books
Holdings
Withdrawn status Lost status Damaged status Collection code Home library Current library Shelving location Date acquired Source of acquisition Purchase Price Bill number Full call number Accession Number Copy number Print Price Bill Date/Price effective from Koha item type
      Mathematics Indian Institute of Technology Tirupati Indian Institute of Technology Tirupati General Stacks 12/08/2025 Shri Raghavendra Global Books 7609.75 9363 519 KifL (11652) 11652 Copy 01 10871.08 12/08/2025 Books