MARC details
| 000 -LEADER |
|---|
| fixed length control field |
01453nam a2200289 a 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
vtls000090990 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
KUKTEM |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20251125102931.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
150826s2014 xxka bi 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780124016897 (hbk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
0124016898 (hbk.) |
| 039 #9 - LEVEL OF BIBLIOGRAPHIC CONTROL AND CODING DETAIL [OBSOLETE] |
|---|
| Level of rules in bibliographic description |
201508261523 |
| Level of effort used to assign nonsubject heading access points |
asma |
| Level of effort used to assign subject headings |
201508261522 |
| Level of effort used to assign classification |
asma |
| -- |
201508261522 |
| -- |
asma |
| 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) |
HG4515.5 .K57 2014 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Kissell, Robert |
| 245 14 - TITLE STATEMENT |
|---|
| Title |
The science of algorithmic trading and portfolio management / |
| Statement of responsibility, etc. |
Robert Kissell |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Place of publication, distribution, etc. |
Amsterdam : |
| Name of publisher, distributor, etc. |
Academic Press, |
| Date of publication, distribution, etc. |
2014 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xviii, 473 p. : |
| Other physical details |
ill. ; |
| Dimensions |
25 cm. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references and index |
| 505 2# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Algorithmic trading -- Market microstructure -- Algorithmic transaction cost analysis -- Market impact models -- Estimating I-star model parameters -- Price volatility -- Advanced algorithmic forecasting techniques -- Algorithmic decision making framework -- Portfolio algorithms -- Portfolio construction -- Quantitative portfolio management techniques -- Cost index and multi-asset trading costs -- High frequency trading and black box models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Investments |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Algorithms |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Stocks |
| General subdivision |
Mathematical models |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Program trading (Securities) |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Portfolio management |
| General subdivision |
Mathematical models |