MARC details
| 000 -LEADER |
|---|
| fixed length control field |
03762cam a2200421 i 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20221115154221.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
070126s2007 enka b 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2007295301 |
| 011 ## - LINKING LIBRARY OF CONGRESS CONTROL NUMBER [OBSOLETE] |
|---|
| Local cataloguing issues note |
BIB MATCHES WORLDCAT |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
0521861705 |
| Qualifying information |
hbk. |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780521861700 |
| Qualifying information |
hbk. |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(ATU)b11265528 |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(DLC) 2007295301 |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCoLC)71347552 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Modifying agency |
ATU |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG106 |
| Item number |
.C67 2007 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.015195 |
| Edition number |
22 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Cornuejols, Gerard, |
| Dates associated with a name |
1950- |
| Relator term |
author. |
| 9 (RLIN) |
435820 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Optimization methods in finance / |
| Statement of responsibility, etc. |
Gerard Cornuejols, Reha Tütüncü. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Cambridge, UK ; |
| -- |
New York : |
| Name of producer, publisher, distributor, manufacturer |
Cambridge University Press, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2007. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xii, 345 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
26 cm. |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
unmediated |
| Media type code |
n |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
volume |
| Carrier type code |
nc |
| Source |
rdacarrier |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
Mathematics, finance, and risk |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references (pages 338-341) and index. |
| 505 00 - FORMATTED CONTENTS NOTE |
|---|
| Miscellaneous information |
1. |
| Title |
Introduction -- |
| Miscellaneous information |
2. |
| Title |
Linear programming : theory and algorithms -- |
| Miscellaneous information |
3. |
| Title |
LP models : asset/liability cash-flow matching -- |
| Miscellaneous information |
4. |
| Title |
LP models : asset pricing and arbitrage -- |
| Miscellaneous information |
5. |
| Title |
Nonlinear programming : theory and algorithms -- |
| Miscellaneous information |
6. |
| Title |
NLP models : volatility estimation -- |
| Miscellaneous information |
7. |
| Title |
Quadratic programming : theory and algorithms -- |
| Miscellaneous information |
8. |
| Title |
QP models : portfolio optimization -- |
| Miscellaneous information |
9. |
| Title |
Conic optimization tools -- |
| Miscellaneous information |
10. |
| Title |
Conic optimization models in finance -- |
| Miscellaneous information |
11. |
| Title |
Integer programming : theory and algorithms -- |
| Miscellaneous information |
12. |
| Title |
Integer programming models : constructing an index fund -- |
| Miscellaneous information |
13. |
| Title |
Dynamic programming methods -- |
| Miscellaneous information |
14. |
| Title |
DP models : option pricing -- |
| Miscellaneous information |
15. |
| Title |
DP models : structuring asset-backed securities -- |
| Miscellaneous information |
16. |
| Title |
Stochastic programming : theory and algorithms -- |
| Miscellaneous information |
17. |
| Title |
Stochastic programming models : value-at-risk and conditional value-at-risk -- |
| Miscellaneous information |
18. |
| Title |
Stochastic programming models : asset/liability management -- |
| Miscellaneous information |
19. |
| Title |
Robust optimization : theory and tools -- |
| Miscellaneous information |
20. |
| Title |
Robust optimization models in finance -- |
| Miscellaneous information |
App. A. |
| Title |
Convexity -- |
| Miscellaneous information |
App. B. |
| Title |
Cones -- |
| Miscellaneous information |
App. C. |
| Title |
A probability primer -- |
| Miscellaneous information |
App. D. |
| Title |
The revised simplex method. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
"Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to explaining how recent advances in optimization models, methods and software can be applied to solve problems in computational finance more efficiently and accurately. Chapters discussing the theory and efficient solution methods for all major classes of optimization problems alternate with chapters illustrating their use in modeling problems of mathematical finance. The reader is guided through topics such as volatility estimation, portfolio optimization problems and constructing an index fund, using techniques such as nonlinear optimization models, quadratic programming formulations and integer programming models respectively. The book is based on Master's courses in financial engineering and comes with worked examples, exercises and case studies. It will be welcomed by applied mathematicians, operational researchers and others who work in mathematical and computational finance and who are seeking a text for self-learning or for use with courses."--Publisher description. |
| 588 ## - SOURCE OF DESCRIPTION NOTE |
|---|
| Source of description note |
Machine converted from AACR2 source record. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Finance |
| General subdivision |
Mathematical models |
| 9 (RLIN) |
370807 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Mathematical optimization |
| 9 (RLIN) |
320544 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Tütüncü, Reha, |
| Relator term |
author. |
| 9 (RLIN) |
1211907 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Mathematics, finance, and risk. |
| 9 (RLIN) |
1054152 |
| 907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) |
|---|
| a |
.b11265528 |
| b |
26-03-18 |
| c |
27-10-15 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Book |
| 945 ## - LOCAL PROCESSING INFORMATION (OCLC) |
|---|
| a |
332.015195 COR |
| g |
1 |
| i |
A374087B |
| j |
0 |
| l |
cmain |
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$94.98 |
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29-10-15 |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) |
|---|
| -- |
(3)b |
| -- |
(3)c |
| Operator's initials, OID (RLIN) |
06-04-16 |
| Cataloger's initials, CIN (RLIN) |
m |
| First date, FD (RLIN) |
a |
| -- |
eng |
| -- |
enk |
| -- |
0 |
