An Introduction to Financial Markets: A Quantitative Approach (Record no. 114326)

MARC details
000 -LEADER
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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