Statistical Methods for Financial Engineering (Record no. 101042)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 00894aam a2200193 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20160223211502.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 160218b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781439856949 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.015195 |
| Item number | REM |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Remillard, Bruno |
| 9 (RLIN) | 1424 |
| 245 ## - TITLE STATEMENT | |
| Title | Statistical Methods for Financial Engineering |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc. | CRC Press |
| Date of publication, distribution, etc. | 2016 |
| Place of publication, distribution, etc. | Boca Raton |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 462p |
| 500 ## - GENERAL NOTE | |
| General note | 1. Black-Scholes Model<br/>2. Multivariate Black-Scholes Model<br/>3. Discussion of the Black-Scholes Model<br/>4. Measures of Risk and Performance<br/>5. Modeling Interest Rates<br/>6. Lévy Models<br/>7. Stochastic Volatility Models<br/>8. Copulas and Applications<br/>9. Filtering<br/>10. Applications of Filtering<br/>A: Probability Distributions<br/>B: Estimation of Parameters |
| 600 ## - SUBJECT ADDED ENTRY--PERSONAL NAME | |
| Personal name | Financial Engineering - Statistical Methods |
| 9 (RLIN) | 1435 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Book |
| Call number prefix | 332.015195 |
| Call number suffix | REM |
No items available.