| 000 -LEADER |
|---|
| fixed length control field |
01844cam a22002898a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20190909124658.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
080606s2008 nju b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781848210813 |
| 041 ## - Language |
|---|
| Language code of text/sound track or separate title |
eng |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG106 |
| Item number |
.J33 2008 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.0151922 |
| Edition number |
22 |
| Item number |
J352 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Janssen, Jacques, |
| Dates associated with a name |
1939- |
| 9 (RLIN) |
6336 |
| 245 10 - IMMEDIATE SOURCE OF ACQUISITION NOTE |
|---|
| Title |
Mathematical fianance : |
| Remainder of title |
deterministic and stochastic models / |
| Statement of responsibility, etc |
Jacques Janssen, Raimondo Manca, Ernesto Volpe. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Hoboken, N.J. : |
| Name of publisher, distributor, etc |
ISTE/Wiley, |
| Date of publication, distribution, etc |
2008. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xx, 852 p. ; |
| Dimensions |
25 cm. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Introductive elements -- Theory of financial laws -- Uniform regimes in financial practice -- Financial operations and their evaluation -- Annuities-certain and their value at fixed rate -- Loans amortization and funding methods -- Exchanges and prices on the financial market -- Annuities, amortizations and funding in the case of term structures -- Time and variability indicators -- Basic probabilistic tools for finance -- Markov Chains -- Semi-Markov processes -- Stochastic or ito calculus -- Option theory -- Markov and semi-Markov option models -- Interest rate Stochastic models -- Portfolio theory -- Value at risk (VaR) methods and simulation -- Credit risk or default risk -- Markov and semi-Markov reward processes and Stochastic annuities. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Finance |
| General subdivision |
Mathematical models. |
| 9 (RLIN) |
27659 |
|
|---|
| Topical term or geographic name as entry element |
Stochastic processes. |
| 9 (RLIN) |
1702 |
|
|---|
| Topical term or geographic name as entry element |
Investments |
| General subdivision |
Mathematics. |
| 9 (RLIN) |
6337 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Manca, Raimondo. |
| 9 (RLIN) |
6338 |
| Relator term |
joint author |
|
|---|
| Personal name |
Volpe, Ernesto. |
| 9 (RLIN) |
6339 |
| Relator term |
joint author |
| 856 41 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Table of contents only |
| Uniform Resource Identifier |
http://www.loc.gov/catdir/toc/ecip0820/2008025117.html |
|
|---|
| Materials specified |
Publisher description |
| Uniform Resource Identifier |
http://www.loc.gov/catdir/enhancements/fy0834/2008025117-d.html |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Item type |
Book |
