R Programming and Its Applications in Financial Mathematics (Record no. 114580)
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| 000 -LEADER | |
|---|---|
| fixed length control field | nam a22 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20190718142757.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 190716b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781498766098 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.02855 |
| Item number | OHS |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Ohsaki, Shuichi |
| 9 (RLIN) | 40090 |
| 245 ## - TITLE STATEMENT | |
| Title | R Programming and Its Applications in Financial Mathematics |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc. | CRC Press |
| Date of publication, distribution, etc. | 2018 |
| Place of publication, distribution, etc. | Boca Raton |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 248p |
| 500 ## - GENERAL NOTE | |
| General note | 1. Introduction to R programming<br/>2. Statistics in finance<br/>3. Statistical analysis with R<br/>4. Time series analysis with R<br/>5. Basic theory of finance<br/>6. Modern portfolio theory and CAPM<br/>7. Interest rate swap and discount factor<br/>8. Discrete time model: tree model<br/>9. Continuous time model and the black-scholes formula<br/>10. Numerical methods in finance<br/>11. Monte Carlo simulation<br/>12. Derivative pricing with partial differential equations<br/>13. Appendix<br/>14. A Optimization with R<br/>15. B Noise reduction via Kalman filter<br/>16. C The other references on R<br/>References |
| 600 ## - SUBJECT ADDED ENTRY--PERSONAL NAME | |
| Personal name | Finance - Mathematical models |
| 9 (RLIN) | 40091 |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Ruppert-Felsot, Jori |
| 9 (RLIN) | 40092 |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Yoshikawa, Daisuke |
| 9 (RLIN) | 40093 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Book |
| Call number prefix | 332.02855 |
| Call number suffix | OHS |
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