MARC details
| 000 -LEADER |
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| fixed length control field |
02650cam a22004215i 4500 |
| 001 - CONTROL NUMBER |
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| control field |
21735819 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
KE-NaKCAU |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20231026155150.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION |
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m |o d | |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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cr ||||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
180604s2018 gw |||| o |||| 0|eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
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| LC control number |
2019753511 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9783319778211 |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(DE-He213)978-3-319-77821-1 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Transcribing agency |
KE-NaKCAU |
| Description conventions |
pn |
| -- |
rda |
| 050 ## - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
QA274.5 |
| Item number |
.J3776 2018 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Jarrow, Robert A, |
| Relator term |
author. |
| 245 10 - TITLE STATEMENT |
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| Title |
Continuous-Time Asset Pricing Theory : |
| Remainder of title |
A Martingale-Based Approach / |
| Statement of responsibility, etc |
by Robert A. Jarrow. |
| 250 ## - EDITION STATEMENT |
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| Edition statement |
1st ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Place of publication, distribution, etc |
Switzerland : |
| Name of publisher, distributor, etc |
Springer, |
| Date of publication, distribution, etc |
2018. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xxiii, 448 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
24 cm. |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE |
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| Title |
Springer Finance Textbooks |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
Yielding new insights into important market phenomena like asset price bubbles and trading constraints, this is the first textbook to present asset pricing theory using the martingale approach (and all of its extensions). Since the 1970s asset pricing theory has been studied, refined, and extended, and many different approaches can be used to present this material. Existing PhD-level books on this topic are aimed at either economics and business school students or mathematics students. While the first mostly ignore much of the research done in mathematical finance, the second emphasizes mathematical finance but does not focus on the topics of most relevance to economics and business school students. These topics are derivatives pricing and hedging (the Black-Scholes-Merton, the Heath-Jarrow-Morton, and the reduced-form credit risk models), multiple-factor models, characterizing systematic risk, portfolio optimization, market efficiency, and equilibrium (capital asset and consumption) pricing models. This book fills this gap, presenting the relevant topics from mathematical finance, but aimed at Economics and Business School students with strong mathematical backgrounds. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Economics, Mathematical. |
| 9 (RLIN) |
88 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Finance |
| General subdivision |
Mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Mathematical optimization. |
| 9 (RLIN) |
14814 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Probabilities. |
| 9 (RLIN) |
338 |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Quantitative Finance. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Financial Mathematics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Optimization. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Probability Theory and Stochastic Processes. |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Display text |
Print version: |
| Title |
Continuous-time asset pricing theory : a martingale-based approach |
| International Standard Book Number |
9783319778204 |
| Record control number |
(DLC) 2018939163 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Display text |
Printed edition: |
| International Standard Book Number |
9783030085490 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Display text |
Printed edition: |
| International Standard Book Number |
9783319778204 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Display text |
Printed edition: |
| International Standard Book Number |
9783319778228 |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) |
|---|
| a |
0 |
| b |
ibc |
| c |
origres |
| d |
u |
| e |
ncip |
| f |
20 |
| g |
y-gencatlg |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Library of Congress Classification |
| Koha item type |
Books |