Advanced derivatives pricing and risk management (Record no. 29109)

MARC details
000 -LEADER
fixed length control field 02292nam a22004094a 4500
001 - CONTROL NUMBER
control field EBC293958
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20240120130255.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS
fixed length control field m o d |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr cn|||||||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 050912s2006 ne a sb 001 0 eng
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
Canceled/invalid LC control number 2005026202
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Canceled/invalid ISBN 0120476827 (hardcover : alk. paper)
035 ## - SYSTEM CONTROL NUMBER
System control number (MiAaPQ)EBC293958
035 ## - SYSTEM CONTROL NUMBER
System control number (Au-PeEL)EBL293958
035 ## - SYSTEM CONTROL NUMBER
System control number (CaPaEBR)ebr10186472
035 ## - SYSTEM CONTROL NUMBER
System control number (CaONFJC)MIL105315
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)213298521
040 ## - CATALOGING SOURCE
Original cataloging agency MiAaPQ
Transcribing agency MiAaPQ
Modifying agency MiAaPQ
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG6024.A3
Item number A44 2006
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.64/57
Edition number 22
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Albanese, Claudio.
245 10 - TITLE STATEMENT
Title Advanced derivatives pricing and risk management
Medium [electronic resource] :
Remainder of title theory, tools and hands-on programming application /
Statement of responsibility, etc. Claudio Albanese and Giuseppe Campolieti.
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. Amsterdam ;
-- Boston :
Name of publisher, distributor, etc. Elsevier Academic Press,
Date of publication, distribution, etc. c2006.
300 ## - PHYSICAL DESCRIPTION
Extent xiii, 420 p. :
Other physical details ill.
490 1# - SERIES STATEMENT
Series statement Academic Press advanced finance series
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc. note Includes bibliographical references (p. 399-405) and index.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Pricing theory -- Fixed-income instruments -- Advanced topics in pricing theory : exotic options and state-dependent models -- Numerical methods for value-at-risk -- Project : arbitrage theory -- Project : the Black-Scholes (lognormal) model -- Project : quantile-quantile plots -- Project : Monte Carlo pricer -- Project : the binomial lattice model -- Project : the trinomial lattice model -- Project : Crank-Nicolson option pricer -- Project : static hedging of barrier options -- Project : variance swaps -- Project : Monte Carlo value-at-risk for Delta-Gamma portfolios -- Project : covariance estimation and scenario generation in value-at-risk -- Project : interest rate trees : calibration and pricing.
533 ## - REPRODUCTION NOTE
Type of reproduction Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Risk management.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Derivative securities
General subdivision Prices.
655 #4 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Campolieti, Giuseppe.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element ProQuest (Firm)
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Academic Press advanced finance series.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://ebookcentral.proquest.com/lib/bacm-ebooks/detail.action?docID=293958">https://ebookcentral.proquest.com/lib/bacm-ebooks/detail.action?docID=293958</a>
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