Computational methods in finance / (Record no. 3158)
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000 -LEADER | |
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fixed length control field | 01465cam a2200289 a 4500 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | OSt |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20220812094415.0 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9781439829578 (hardcover : alk. paper) |
040 ## - CATALOGING SOURCE | |
Original cataloging agency | DLC |
Transcribing agency | DLC |
Language of cataloging | Eng |
Modifying agency | HITLIB |
Description conventions | rda |
041 ## - LANGUAGE CODE | |
Language code of text/sound track or separate title | Eng |
042 ## - AUTHENTICATION CODE | |
Authentication code | pcc |
050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | HG6024.A3 |
Item number | H57 2013 |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Hirsa, Ali. |
245 10 - TITLE STATEMENT | |
Title | Computational methods in finance / |
Statement of responsibility, etc. | Ali Hirsa. |
260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
Place of publication, distribution, etc. | Boca Raton, FL : |
Name of publisher, distributor, etc. | CRC Press, |
Date of publication, distribution, etc. | c2013. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | xxix, 414 pages : |
Other physical details | illustrations |
Dimensions | 27 cm. |
336 ## - CONTENT TYPE | |
Source | rdacontent |
Content type term | text |
Content type code | txt |
337 ## - MEDIA TYPE | |
Source | rdamedia |
Media type term | unmediated |
Media type code | n |
338 ## - CARRIER TYPE | |
Source | rdacarrier |
Carrier type term | volume |
Carrier type code | nc |
490 0# - SERIES STATEMENT | |
Series statement | Chapman & Hall/CRC Financial mathematics series |
504 ## - BIBLIOGRAPHY, ETC. NOTE | |
Bibliography, etc. note | Includes bibliographical references (p. 395-408) and index. |
505 0# - FORMATTED CONTENTS NOTE | |
Formatted contents note | Computational methods for derivatives pricing -- Stochastic processes and risk neutral pricing -- Derivatives pricing via transform techniques -- Introduction to finite differences -- Derivative pricing via numerical solutions of PDEs -- Derivative pricing via numerical solutions of pides -- Simulation methods for derivatives pricing -- Calibration and estimation in derivatives pricing -- Model calibration -- Filtering and parameter estimation -- Bibliography -- Index. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Derivative securities |
General subdivision | Prices |
-- | Mathematics. |
906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) | |
a | 7 |
b | cbc |
c | orignew |
d | 1 |
e | ecip |
f | 20 |
g | y-gencatlg |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Source of classification or shelving scheme | Library of Congress Classification |
Koha item type | Books |
Withdrawn status | Lost status | Source of classification or shelving scheme | Not for loan | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Inventory number | Total Checkouts | Full call number | Barcode | Date last seen | Copy number | Koha item type |
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Library of Congress Classification | Harare Institute of Technology Main Library | Harare Institute of Technology Main Library | General Collection | 22/02/2022 | Purchase, Gramsol Publishing | 22/10 | HG6024.A3 HIR | BK002949 | 22/07/2024 | 1 | Books |