MARC details
| 000 -LEADER |
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| fixed length control field |
03430cam a2200637Ma 4500 |
| 001 - CONTROL NUMBER |
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| control field |
ocn774855327 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
OCoLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20240925133543.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
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| fixed length control field |
m d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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cr |n||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
120130s2011 si a ob 100 0 eng d |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
YDXCP |
| Language of cataloging |
eng |
| Description conventions |
pn |
| Transcribing agency |
YDXCP |
| Modifying agency |
N$T |
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E7B |
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UAB |
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OCLCQ |
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OCLCF |
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OCLCO |
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OCLCQ |
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OCL |
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OCLCO |
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OCLCQ |
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LOA |
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JBG |
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AGLDB |
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OCLCQ |
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MOR |
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PIFAG |
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ZCU |
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OCLCQ |
| 019 ## - |
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| -- |
966243183 |
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988476421 |
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992078189 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9814355712 |
| Qualifying information |
(electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9789814355711 |
| Qualifying information |
(electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| Canceled/invalid ISBN |
9789814355704 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| Canceled/invalid ISBN |
9814355704 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
1283433958 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781283433952 |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
426364 |
| -- |
(N$T) |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCoLC)774855327 |
| Canceled/invalid control number |
(OCoLC)966243183 |
| -- |
(OCoLC)988476421 |
| -- |
(OCoLC)992078189 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HG106 |
| Item number |
.S752 2011 |
| 072 #7 - SUBJECT CATEGORY CODE |
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| Subject category code |
BUS |
| Subject category code subdivision |
027000 |
| Source |
bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
PBWL |
| Source |
bicssc |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332.0151922 |
| Edition number |
22 |
| 049 ## - LOCAL HOLDINGS (OCLC) |
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| Holding library |
MAIN |
| 245 00 - TITLE STATEMENT |
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| Title |
Stochastic analysis, stochastic systems, and applications to finance / |
| Statement of responsibility, etc. |
edited by Allanus Tsoi, David Nualart, George Yin. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Place of publication, distribution, etc. |
Singapore : |
| Name of publisher, distributor, etc. |
World Scientific, |
| Date of publication, distribution, etc. |
©2011. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
1 online resource (x, 261 pages) : |
| Other physical details |
illustrations |
| 336 ## - CONTENT TYPE |
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| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
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| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 500 ## - GENERAL NOTE |
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| General note |
"It is an expanded version of papers presented at the first Kansas-Missouri Winter School of Applied Probability, which was organized by Allanus Tsoi and was held at the University of Missouri, February 14 and 15, 2008"--Page vii. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc |
Includes bibliographical references. |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
pt. 1. Stochastic analysis and systems -- pt. 2. Finance and stochastics. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
This book introduces some advanced topics in probability theories - both pure and applied - is divided into two parts. The first part deals with the analysis of stochastic dynamical systems, in terms of Gaussian processes, white noise theory, and diffusion processes. The second part of the book discusses some up-to-date applications of optimization theories, martingale measure theories, reliability theories, stochastic filtering theories and stochastic algorithms towards mathematical finance issues such as option pricing and hedging, bond market analysis, volatility studies and asset trading modeling. |
| 590 ## - LOCAL NOTE (RLIN) |
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| Local note |
Master record variable field(s) change: 072 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Finance |
| General subdivision |
Mathematical models |
| Form subdivision |
Congresses. |
| 9 (RLIN) |
390609 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Stochastic systems |
| Form subdivision |
Congresses. |
| 9 (RLIN) |
75547 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Stochastic analysis |
| Form subdivision |
Congresses. |
| 9 (RLIN) |
76290 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
BUSINESS & ECONOMICS |
| General subdivision |
Finance. |
| Source of heading or term |
bisacsh |
| 9 (RLIN) |
19698 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Finance |
| General subdivision |
Mathematical models. |
| Source of heading or term |
fast |
| Authority record control number |
(OCoLC)fst00924398 |
| 9 (RLIN) |
69928 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Stochastic analysis. |
| Source of heading or term |
fast |
| Authority record control number |
(OCoLC)fst01133499 |
| 9 (RLIN) |
3834 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Stochastic systems. |
| Source of heading or term |
fast |
| Authority record control number |
(OCoLC)fst01133532 |
| 9 (RLIN) |
75433 |
| 655 #4 - INDEX TERM--GENRE/FORM |
|---|
| Genre/form data or focus term |
Electronic books. |
| 9 (RLIN) |
396 |
| 655 #7 - INDEX TERM--GENRE/FORM |
|---|
| Genre/form data or focus term |
Conference papers and proceedings. |
| Source of term |
fast |
| Authority record control number |
(OCoLC)fst01423772 |
| 9 (RLIN) |
6065 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Tsoi, Allanus Hak-Man, |
| Dates associated with a name |
1955- |
| 9 (RLIN) |
618959 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Nualart, David, |
| Dates associated with a name |
1951- |
| 9 (RLIN) |
70250 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Yin, George, |
| Dates associated with a name |
1954- |
| 9 (RLIN) |
618960 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Relationship information |
Print version: |
| International Standard Book Number |
9789814355704 |
| -- |
9814355704 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
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| Materials specified |
EBSCOhost |
| Uniform Resource Identifier |
<a href="https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=426364">https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=426364</a> |
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ebrary |
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EBRY |
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ebr10524539 |
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EBSCOhost |
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EBSC |
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426364 |
| 938 ## - |
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YBP Library Services |
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YANK |
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7364446 |
| 994 ## - |
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92 |
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N$T |