Financial derivative and energy market valuation : (Record no. 76162)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01375nam a2200253 a 4500 |
| 001 - CONTROL NUMBER | |
| control field | vtls000078299 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | KUKTEM |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20251125095941.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 140516t2013 njua f 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118487716 (hbk.) |
| 039 #9 - LEVEL OF BIBLIOGRAPHIC CONTROL AND CODING DETAIL [OBSOLETE] | |
| Level of rules in bibliographic description | 201411271042 |
| Level of effort used to assign nonsubject heading access points | saini |
| -- | 201405161618 |
| -- | nadia |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | UMP |
| 090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN) | |
| Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) | HG6024.A3 M37 2013 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Mastro, Michael |
| 245 10 - TITLE STATEMENT | |
| Title | Financial derivative and energy market valuation : |
| Remainder of title | theory and implementation in MATLAB / |
| Statement of responsibility, etc. | Michael Mastro |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Hoboken, NJ : |
| Name of publisher, distributor, etc. | John Wiey & Sons, |
| Date of publication, distribution, etc. | 2013 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | viii, 649 p. : |
| Other physical details | ill. ; |
| Dimensions | 24 cm. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | Includes bibliographical references and index |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Financial models -- Jump models -- Options -- Binomial trees -- Trinomial trees -- Finite difference methods -- Kalman filter -- Futures and forwards -- Nonlinear and non-Gaussian Kalman filter -- Short-term deviation/long-term equilibrium model -- Futures and forwards options -- Fourier transform -- Fundamentals of characteristic functions -- Application of characteristic functions -- Levy processes -- Fourier-based option analysis -- Fundamentals of stochastic finance -- Affine jump-diffusion processes |
| 630 00 - SUBJECT ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | MATLAB |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Derivative securities |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Energy derivatives |
| Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Date acquired | Cost, normal purchase price | Total checkouts | Full call number | Barcode | Date last seen | Copy number | Cost, replacement price | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Not lost | UMPLIB PEKAN | UMPLIB PEKAN | 04/09/2019 | 412.04 | HG6024.A3 M37 2013 | 0000090381 | 04/09/2019 | 1 | 412.04 | 04/09/2019 | Open Shelf |