An Introduction to Financial Markets: A Quantitative Approach (Record no. 114326)
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fixed length control field | aam a22 4500 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | OSt |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20190219204333.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 190219b ||||| |||| 00| 0 eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9781118014776 |
040 ## - CATALOGING SOURCE | |
Transcribing agency | |
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 332.015118 |
Item number | BRA |
100 ## - MAIN ENTRY--PERSONAL NAME | |
Personal name | Brandimarte, Paolo |
9 (RLIN) | 35721 |
245 ## - TITLE STATEMENT | |
Title | An Introduction to Financial Markets: A Quantitative Approach |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Name of publisher, distributor, etc. | John Wiley & Sons Inc. |
Date of publication, distribution, etc. | 2018 |
Place of publication, distribution, etc. | Hoboken |
300 ## - PHYSICAL DESCRIPTION | |
Extent | 758p |
500 ## - GENERAL NOTE | |
General note | Part I Overview<br/>1. Financial Markets: Functions, Institutions, and Traded Assets<br/>2. Basic Problems in Quantitative Finance<br/> Part II Fixed-income assets<br/>3. Elementary Theory of Interest Rates<br/>4. Forward Rate Agreements, Interest Rate Futures, and Vanilla Swaps<br/>5. Fixed-Income Markets<br/>6. Interest Rate Risk Management<br/> Part III Equity portfolios<br/>7. Decision-Making under Uncertainty: The Static Case<br/>8. Mean-Variance Efficient Portfolios<br/>9. Factor Models<br/>10. Equilibrium Models: CAPM and APT<br/> Part IV Derivatives<br/>11. Modeling Dynamic Uncertainty<br/>12. Forward and Futures Contracts<br/>13. Option Pricing: Complete Markets<br/>14. Option Pricing: Incomplete Markets<br/> Part V Advanced optimization models<br/>15. Optimization Model Building<br/>16. Optimization Model Solving. |
600 ## - SUBJECT ADDED ENTRY--PERSONAL NAME | |
Personal name | Finance - Mathematical models |
9 (RLIN) | 35722 |
600 ## - SUBJECT ADDED ENTRY--PERSONAL NAME | |
Personal name | Financial engineering |
9 (RLIN) | 35723 |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Source of classification or shelving scheme | Dewey Decimal Classification |
Koha item type | Book |
Call number prefix | 332.015118 |
Call number suffix | BRA |
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