MARC details
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04332cam a22004934i 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20221101221010.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
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| fixed length control field |
m u |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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| fixed length control field |
ta |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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| fixed length control field |
co ug ---a|||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
051017s2006 ne a b 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
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| LC control number |
2005026202 |
| 011 ## - LINKING LIBRARY OF CONGRESS CONTROL NUMBER [OBSOLETE] |
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| Local cataloguing issues note |
BIB MATCHES WORLDCAT |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
0120476827 |
| Qualifying information |
hardcover (alk. paper) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780120476824 |
| Qualifying information |
hardcover (alk. paper) |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCoLC)61513040 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Transcribing agency |
DLC |
| Modifying agency |
C#P |
| -- |
BAKER |
| -- |
NLGGC |
| -- |
BTCTA |
| -- |
YDXCP |
| -- |
UBA |
| -- |
PUL |
| -- |
MUQ |
| -- |
IG# |
| -- |
ATU |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG6024.A3 |
| Item number |
A44 2006 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.6457 |
| Edition number |
22 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Albanese, Claudio, |
| Relator term |
author. |
| 9 (RLIN) |
1073682 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Advanced derivatives pricing and risk management : |
| Remainder of title |
theory, tools and hands-on programming application / |
| Statement of responsibility, etc. |
Claudio Albanese and Giuseppe Campolieti. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Amsterdam ; |
| -- |
Boston : |
| Name of producer, publisher, distributor, manufacturer |
Elsevier Academic Press, |
| Date of production, publication, distribution, manufacture, or copyright notice |
[2006] |
| 264 #4 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Date of production, publication, distribution, manufacture, or copyright notice |
©2006 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xiii, 420 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
27 cm + |
| Accompanying material |
1 computer disc (12 cm). |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
computer dataset |
| Content type code |
cod |
| Source |
rdacontent |
| Materials specified |
Accompanying material |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
unmediated |
| Media type code |
n |
| Source |
rdamedia |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| Materials specified |
Accompanying material |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
volume |
| Carrier type code |
nc |
| Source |
rdacarrier |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
computer disc |
| Carrier type code |
cd |
| Source |
rdacarrier |
| Materials specified |
Accompanying material |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
Academic Press advanced finance series |
| 500 ## - GENERAL NOTE |
|---|
| General note |
Accompanied by: 1 computer disc (CD-ROM) |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references (pages 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. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
"Written by leading academics and practitioners in the field of financial mathematics, the purpose of this book is to provide a unique combination of some of the most important and relevant theoretical and practical tools from which any advanced undergraduate and graduate student, professional quant and researcher will benefit. This book stands out from all other existing books in quantitative finance from the sheer impressive range of ready-to-use software and accessible theoretical tools that are provided as a complete package. By proceeding from simple to complex, the authors cover core topics in derivative pricing and risk management in a style that is engaging, accessible and self-instructional. The book contains a wide spectrum of problems, worked-out solutions, detailed methodologies and applied mathematical techniques for which anyone planning to make a serious career in quantitative finance must master. In fact, core portions of the book?s material originated and evolved after years of classroom lectures and computer laboratory courses taught in a world-renowned professional Master?s program in mathematical finance. As a bonus to the reader, the book also gives a detailed exposition on new cutting-edge theoretical techniques with many results in pricing theory that are published here for the first time.*Includes easy-to-implement VB/VBA numerical software libraries*Proceeds from simple to complex in approaching pricing and risk management problems*Provides analytical methods to derive cutting-edge pricing formulas for equity derivatives"--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 |
Risk management. |
| 9 (RLIN) |
323444 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Derivative securities |
| General subdivision |
Prices |
| 9 (RLIN) |
782454 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Campolieti, Giuseppe, |
| Relator term |
author. |
| 9 (RLIN) |
1073683 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Academic Press advanced finance series. |
| 9 (RLIN) |
1051066 |
| 907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) |
|---|
| a |
.b11454696 |
| b |
05-08-21 |
| c |
27-10-15 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Book |
| 945 ## - LOCAL PROCESSING INFORMATION (OCLC) |
|---|
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332.6457 ALB |
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1 |
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A477979B |
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cmain |
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$120.89 |
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29-10-15 |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) |
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| -- |
b |
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c |
| Operator's initials, OID (RLIN) |
20-03-18 |
| Cataloger's initials, CIN (RLIN) |
m |
| First date, FD (RLIN) |
a |
| -- |
eng |
| -- |
ne |
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0 |
