MARC details
| 000 -LEADER |
|---|
| fixed length control field |
03844cam a2200421 i 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20221101224924.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
080530s2008 ne a b 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2008000470 |
| 011 ## - LINKING LIBRARY OF CONGRESS CONTROL NUMBER [OBSOLETE] |
|---|
| Local cataloguing issues note |
BIB MATCHES WORLDCAT |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
0750669195 |
| Qualifying information |
alk. paper |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780750669191 |
| Qualifying information |
alk. paper |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(ATU)b11347466 |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCoLC)190785256 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Transcribing agency |
DLC |
| Modifying agency |
YDXCP |
| -- |
BAKER |
| -- |
BTCTA |
| -- |
C#P |
| -- |
BWX |
| -- |
BWK |
| -- |
ATU |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG106 |
| Item number |
.L484 2008 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.02855133 |
| Edition number |
22 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Levy, George, |
| Relator term |
author. |
| 9 (RLIN) |
1047041 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Computational finance using C and C / |
| Statement of responsibility, etc. |
George Levy. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Amsterdam ; |
| -- |
Boston : |
| Name of producer, publisher, distributor, manufacturer |
Elsevier, |
| Date of production, publication, distribution, manufacture, or copyright notice |
[2008] |
| 264 #4 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Date of production, publication, distribution, manufacture, or copyright notice |
©2008 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xii, 370 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
24 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 |
Quantitative finance series |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
Elsevier finance |
| 500 ## - GENERAL NOTE |
|---|
| General note |
Series from jacket. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references (pages 355-360) and index. |
| 505 00 - FORMATTED CONTENTS NOTE |
|---|
| Miscellaneous information |
1. |
| Title |
Overview of Financial Derivatives -- |
| Miscellaneous information |
2. |
| Title |
Introduction to Stochastic Processes -- |
| Miscellaneous information |
2.1. |
| Title |
Brownian Motion -- |
| Miscellaneous information |
2.2. |
| Title |
A Brownian Model of Asset Price Movements -- |
| Miscellaneous information |
2.3. |
| Title |
Itos's Formula (or lemma) -- |
| Miscellaneous information |
2.4. |
| Title |
Girsanov's Theorem -- |
| Miscellaneous information |
2.5. |
| Title |
Ito's Lemma for Multi-asset Geometric Brownian Motion -- |
| Miscellaneous information |
2.6. |
| Title |
Ito Product and Quotient Rules -- |
| Miscellaneous information |
2.7. |
| Title |
Ito Product in n Dimensions -- |
| Miscellaneous information |
2.8. |
| Title |
The Brownian Bridge -- |
| Miscellaneous information |
2.9. |
| Title |
Time Transformed Brownian Motion -- |
| Miscellaneous information |
2.10. |
| Title |
Ornstein Uhlenbeck Bridge -- |
| Miscellaneous information |
2.11. |
| Title |
The Ornstein Uhlenbeck Bridge -- |
| Miscellaneous information |
2.12. |
| Title |
Other Useful Results -- |
| Miscellaneous information |
2.13. |
| Title |
Selected Problems -- |
| Miscellaneous information |
3. |
| Title |
Generation of Random Variates -- |
| Miscellaneous information |
3.1. |
| Title |
Introduction -- |
| Miscellaneous information |
3.2. |
| Title |
Pseudo-random and Quasi-random Sequences -- |
| Miscellaneous information |
3.3. |
| Title |
Generation of Multivariate Distributions: independent variates -- |
| Miscellaneous information |
3.4. |
| Title |
Generation of Multivariate Distributions: Correlated Variates -- |
| Miscellaneous information |
4. |
| Title |
European Options -- |
| Miscellaneous information |
4.1. |
| Title |
Introduction -- |
| Miscellaneous information |
4.2. |
| Title |
Pricing Derivatives Using A Martingale Measure -- |
| Miscellaneous information |
4.3. |
| Title |
Put Call Parity -- |
| Miscellaneous information |
4.4. |
| Title |
Vanilla Options and the Black Scholes Model -- |
| Miscellaneous information |
4.5. |
| Title |
Barrier Options -- |
| Miscellaneous information |
5. |
| Title |
Single Asset American Options -- |
| Miscellaneous information |
5.1. |
| Title |
Introduction -- |
| Miscellaneous information |
5.2. |
| Title |
Aproximations for Vanilla American Options -- |
| Miscellaneous information |
5.3. |
| Title |
Lattice Methods for Vanilla Options -- |
| Miscellaneous information |
5.4. |
| Title |
Grid Methods for Vanilla Options -- |
| Miscellaneous information |
5.5. |
| Title |
Pricing American Options Using A Sthochastic Lattice -- |
| Miscellaneous information |
6. |
| Title |
Multi-Asset Options -- |
| Miscellaneous information |
6.1. |
| Title |
Introduction -- |
| Miscellaneous information |
6.2. |
| Title |
The Multi-Asset Black Scholes Equation -- |
| Miscellaneous information |
6.3. |
| Title |
Multi-dimensional Monte Carlo Methods -- |
| Miscellaneous information |
6.4. |
| Title |
Introduction to Multi-dimensional Lattice Methods -- |
| Miscellaneous information |
6.5. |
| Title |
Two Asset Options -- |
| Miscellaneous information |
6.6. |
| Title |
Three Asset Options -- |
| Miscellaneous information |
6.7. |
| Title |
Four Asset Options -- |
| Miscellaneous information |
7. |
| Title |
Other Financial Derivatives -- |
| Miscellaneous information |
7.1. |
| Title |
Introduction -- |
| Miscellaneous information |
7.2. |
| Title |
Interest Rate Derivatives -- |
| Miscellaneous information |
7.3. |
| Title |
Foreign Exchange Derivatives -- |
| Miscellaneous information |
7.4. |
| Title |
Credit Derivatives -- |
| Miscellaneous information |
7.5. |
| Title |
Equity Derivatives -- |
| Miscellaneous information |
8. |
| Title |
C# Portfolio Pricing Application -- |
| Miscellaneous information |
8.1. |
| Title |
Introduction -- |
| Miscellaneous information |
8.2. |
| Title |
Storing and Retrieving the Market Data -- |
| Miscellaneous information |
8.3. |
| Title |
The PricingUtils Class and the Analytics_MathLib -- |
| Miscellaneous information |
8.4. |
| Title |
Equity Deal Classes -- |
| Miscellaneous information |
8.5. |
| Title |
FX Deal Classes -- |
| Miscellaneous information |
Appendix A. |
| Title |
The Greeks for Vanila European Options -- |
| Miscellaneous information |
Appendix B. |
| Title |
Barrier Option Integrals -- |
| Miscellaneous information |
Appendix C. |
| Title |
Standard Statistical Results -- |
| Miscellaneous information |
Appendix D. |
| Title |
Statistical Distribution Functions -- |
| Miscellaneous information |
Appendix E. |
| Title |
Mathematical Reference -- |
| Miscellaneous information |
Appendix F. |
| Title |
Black-Scholes Finite-Difference Schemes. |
| 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 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Quantitative finance series. |
| 9 (RLIN) |
1045492 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Elsevier finance. |
| 9 (RLIN) |
1059649 |
| 907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) |
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| a |
.b11347466 |
| b |
11-07-17 |
| c |
27-10-15 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Book |
| 945 ## - LOCAL PROCESSING INFORMATION (OCLC) |
|---|
| a |
332.02855133 LEV |
| g |
1 |
| i |
A427476B |
| j |
0 |
| l |
cmain |
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$102.48 |
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- |
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- |
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0 |
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0 |
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0 |
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0 |
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0 |
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.i12733544 |
| z |
29-10-15 |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) |
|---|
| -- |
b |
| -- |
c |
| Operator's initials, OID (RLIN) |
06-04-16 |
| Cataloger's initials, CIN (RLIN) |
m |
| First date, FD (RLIN) |
a |
| -- |
eng |
| -- |
ne |
| -- |
0 |
