Financial derivative and energy market valuation (Record no. 92081)

MARC details
000 -LEADER
fixed length control field 01960nam a2200409 a 4500
001 - CONTROL NUMBER
control field EBC1132528
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20240120134544.0
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 120823s2013 njua sb 001 0 eng d
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
Canceled/invalid LC control number 2012031825
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Canceled/invalid ISBN 9781118487716 (cloth)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Canceled/invalid ISBN 9781118355114
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781118583586 (electronic bk.)
035 ## - SYSTEM CONTROL NUMBER
System control number (MiAaPQ)EBC1132528
035 ## - SYSTEM CONTROL NUMBER
System control number (Au-PeEL)EBL1132528
035 ## - SYSTEM CONTROL NUMBER
System control number (CaPaEBR)ebr10682382
035 ## - SYSTEM CONTROL NUMBER
System control number (CaONFJC)MIL476153
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)808628436
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 M3774 2013
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.64/57
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Mastro, Michael A.,
-- 1975-
245 10 - TITLE STATEMENT
Title Financial derivative and energy market valuation
Medium [electronic resource] :
Remainder of title theory and implementation in MATLAB /
Statement of responsibility, etc. Michael Mastro.
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. Hoboken, N.J. :
Name of publisher, distributor, etc. Wiey,
Date of publication, distribution, etc. 2013.
300 ## - PHYSICAL DESCRIPTION
Extent viii, 649 p. :
Other physical details ill.
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc. note Includes bibliographical references and index.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Financial models -- Jump models -- Options -- Binomial trees -- Trinomial trees -- Finite difference methods -- Kalman filter -- Futures and forwards -- Non-linear and non-Gaussian Kalman filter -- Short term deviation/long term equilibrium model -- Futures and forwards options -- Fourier transform -- Fundamentals of characteristic functions -- Application of characteristic functions -- Levy processes -- Fourier based option analysis -- Fundamentals of stochastic finance -- Affine jump-diffusion processes.
533 ## - REPRODUCTION NOTE
Type of reproduction Electronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
630 00 - SUBJECT ADDED ENTRY--UNIFORM TITLE
Uniform title MATLAB.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Derivative securities.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Energy derivatives.
655 #4 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element ProQuest (Firm)
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://ebookcentral.proquest.com/lib/bacm-ebooks/detail.action?docID=1132528">https://ebookcentral.proquest.com/lib/bacm-ebooks/detail.action?docID=1132528</a>
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