Tools for computational finance / (Record no. 424589)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01427nam a22002535i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 138288 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | ISI Library, Kolkata |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20230317020003.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 170609s2017 nyu 000 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781447173373 (alk. paper) |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | ISI Library |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.015195 |
| Edition number | 23 |
| Item number | Se519 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Seydel, Rudiger U., |
| Relator term | author |
| 245 10 - TITLE STATEMENT | |
| Title | Tools for computational finance / |
| Statement of responsibility, etc | Rudiger U. Seydel. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 6th ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | London : |
| Name of publisher, distributor, etc | Springer-Verlag, |
| Date of publication, distribution, etc | 2017. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxii, 486 pages : |
| Other physical details | illustrations (some color) ; |
| Dimensions | 24 cm. |
| 490 0# - SERIES STATEMENT | |
| Series statement | Universitext |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1. Modeling tools for financial options --<br/>2. Generating random numbers with specified distributions --<br/>3. Monte Carlo simulation with stochastic differential equations --<br/>4. Standard methods for standard options --<br/>5. Finite-element methods --<br/>6. Pricing of exotic options --<br/>7. Beyond black and scholes --<br/>Appendices. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | This book explores a wide range of computational tools in a coherent and focused manner and will be of use to anyone working in computational finance. Starting with an introductory chapter that presents the financial and stochastic background, the book goes on to detail computational methods using both stochastic and deterministic approaches. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance |
| General subdivision | Mathematical models. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Books |
| Koha issues (borrowed), all copies | 1 |
| Lost status | Not for loan | Home library | Current library | Date acquired | Source of acquisition | Cost, normal purchase price | Full call number | Accession Number | Koha item type |
|---|---|---|---|---|---|---|---|---|---|
| ISI Library, Kolkata | ISI Library, Kolkata | 21/03/2018 | 279 | 5049.35 | 332.015195 Se519 | 138288 | Books |
