Introduction to quantitative methods for financial markets / (Record no. 419006)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01652cam a22002895a 4500 |
| 001 - CONTROL NUMBER | |
| control field | 135674 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | ISI Library, Kolkata |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20150416122931.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 130513s2013 sz 000 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783034805186 (pbk.) |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | ISI Library |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Edition number | 23 |
| Item number | Al341 |
| Classification number | 650.01513 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Albrecher, Hansjoerg. |
| 245 00 - TITLE STATEMENT | |
| Title | Introduction to quantitative methods for financial markets / |
| Statement of responsibility, etc | Hansjoerg Albrecher...[et al.]. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | New York : |
| Name of publisher, distributor, etc | Springer, |
| Date of publication, distribution, etc | 2013. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | ix, 191 p. : |
| Other physical details | ill. (some color) ; |
| Dimensions | 24 cm. |
| 490 0# - SERIES STATEMENT | |
| Series statement | Compact textbooks in mathematics |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1 Interest, couons and yields.- <br/>2. Financial Products.- <br/>3. The No-Arbitrage Principle.- <br/>4. European and American Options.- <br/>5. The Binomial Option Pricing Model.-<br/>6. The Black-Scholes Model.- <br/>7. The Black-Scholes Formula.- <br/>8. Stock-Price Models.- <br/>9. Interest Rate Models<br/>10. Numerical Methods.- <br/>11. Simulation Methods.- <br/>12. Calibrating Models - Inverse Problems.- <br/>13. Case Studies: Exotic Derivatives.- <br/>14. Portfolio-Optimization.- <br/>15. Introduction to Credit Risk Models.-<br/><br/>References--<br/>Index. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | This book covers a broad range of topics in financial mathematics and quantitative modeling, from products and concepts, via model development, up to the calibration of models to market data and implementation of pricing algorithms. |
| 546 ## - LANGUAGE NOTE | |
| Language note | Translated from the German. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Business mathematics. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Binder, Andreas. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Lautscham, Volkmar. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Mayer, Philipp. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Books |
| Lost status | Not for loan | Home library | Current library | Date acquired | Cost, normal purchase price | Full call number | Accession Number | Koha item type |
|---|---|---|---|---|---|---|---|---|
| ISI Library, Kolkata | ISI Library, Kolkata | 26/02/2015 | 2484.45 | 650.01513 Al341 | 135674 | Books |
