Optional processes : (Record no. 130525)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 04636cam a2200601Ii 4500 |
| 001 - CONTROL NUMBER | |
| control field | 9780429442490 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | FlBoTFG |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20220509193130.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION | |
| fixed length control field | m o d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr cnu|||unuuu |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 200615s2020 flu ob 000 0 eng d |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | OCoLC-P |
| Language of cataloging | eng |
| Description conventions | rda |
| -- | pn |
| Transcribing agency | OCoLC-P |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780429442490 |
| -- | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0429442491 |
| -- | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780429809231 |
| -- | (electronic bk. : Mobipocket) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0429809239 |
| -- | (electronic bk. : Mobipocket) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780429809255 |
| -- | (electronic bk. : PDF) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0429809255 |
| -- | (electronic bk. : PDF) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Cancelled/invalid ISBN | 9781138337268 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780429809248 |
| -- | (electronic bk. : EPUB) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0429809247 |
| -- | (electronic bk. : EPUB) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Cancelled/invalid ISBN | 9780367508517 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Cancelled/invalid ISBN | 1138337269 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)1158313590 |
| Canceled/invalid control number | (OCoLC)1157062564 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC-P)1158313590 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA274 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | BUS |
| Subject category code subdivision | 027000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT |
| Subject category code subdivision | 000000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT |
| Subject category code subdivision | 029000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBW |
| Source | bicssc |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.2/3 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Abdelghani, Mohamed, |
| Relator term | author. |
| 245 10 - TITLE STATEMENT | |
| Title | Optional processes : |
| Remainder of title | theory and applications / |
| Statement of responsibility, etc | Mohamed Abdelghani, Alexander Melnikov. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | First edition. |
| 264 #1 - | |
| -- | Boca Raton, FL : |
| -- | CRC Press, Taylor & Francis Group, |
| -- | 2020. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (xiv, 378 pages). |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 490 1# - SERIES STATEMENT | |
| Series statement | Chapman & Hall/CRC financial mathematics series |
| 500 ## - GENERAL NOTE | |
| General note | "A Chapman & Hall Book"-- title page. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1. Spaces, Laws and Limits. 2. Stochastic Processes. 3. Martingales. 4. Strong Supermartingales. 5. Optional Martingales. 6. Optional Supermartingales Decomposition. 7. Calculus of Optional Semimartingales. 8. Optional Stochastic Equations. 9. Optional Financial Markets. 10. Defaultable Markets on Unusual Space. 11. Filtering of Optional Semimartingales. Bibliography. Index. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | It is well-known that modern stochastic calculus has been exhaustively developed under usual conditions. Despite such a well-developed theory, there is evidence to suggest that these very convenient technical conditions cannot necessarily be fulfilled in real-world applications. Optional Processes: Theory and Applicationsseeks to delve into the existing theory, new developments and applications of optional processes on "unusual" probability spaces. The development of stochastic calculus of optional processes marks the beginning of a new and more general form of stochastic analysis. This book aims to provide an accessible, comprehensive and up-to-date exposition of optional processes and their numerous properties. Furthermore, the book presents not only current theory of optional processes, but it also contains a spectrum of applications to stochastic differential equations, filtering theory and mathematical finance. Features Suitable for graduate students and researchers in mathematical finance, actuarial science, applied mathematics and related areas Compiles almost all essential results on the calculus of optional processes in unusual probability spaces Contains many advanced analytical results for stochastic differential equations and statistics pertaining to the calculus of optional processes Develops new methods in finance based on optional processes such as a new portfolio theory, defaultable claim pricing mechanism, etc. Authors Mohamed Abdelghani completed his PhD in mathematical finance from the University of Alberta, Edmonton, Canada. He is currently working as a vice president in quantitative finance and machine learning at Morgan Stanley, New York, USA. Alexander Melnikov is a professor in mathematical finance at the University of Alberta. His research interests belong to the area of contemporary stochastic analysis and its numerous applications in mathematical finance, statistics and actuarial science. He has written six books as well as over 100 research papers in leading academic journals. |
| 588 ## - | |
| -- | OCLC-licensed vendor bibliographic record. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic processes. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic analysis. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Calculus. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | BUSINESS & ECONOMICS / Finance |
| Source of heading or term | bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | MATHEMATICS / General |
| Source of heading or term | bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | MATHEMATICS / Probability & Statistics / General |
| Source of heading or term | bisacsh |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Melʹnikov, A. V., |
| Dates associated with a name | 1953- |
| Relator term | author. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | Taylor & Francis |
| Uniform Resource Identifier | https://www.taylorfrancis.com/books/9780429442490 |
| 856 42 - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | OCLC metadata license agreement |
| Uniform Resource Identifier | http://www.oclc.org/content/dam/oclc/forms/terms/vbrl-201703.pdf |
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