| 000 -LEADER |
|---|
| fixed length control field |
01405cam a2200277 a 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
17297365 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20220610115704.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
120514s2013 flua b 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2012017892 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780367851866 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Transcribing agency |
DLC |
| Language of cataloging |
ENGLISH |
| 042 ## - AUTHENTICATION CODE |
|---|
| Authentication code |
pcc |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.6457015195 |
| Item number |
HIR-C |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Hirsa, Ali. |
| 9 (RLIN) |
28133 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Computational methods in finance / |
| Statement of responsibility, etc. |
Ali Hirsa. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc. |
Boca Raton, FL : |
| Name of publisher, distributor, etc. |
CRC Press, |
| Date of publication, distribution, etc. |
c2013. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xxix, 414 p. : |
| Other physical details |
ill. ; |
| Dimensions |
27 cm. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Derivative securities |
| General subdivision |
Prices |
| -- |
Mathematics. |
| 9 (RLIN) |
28134 |
| 490 0# - SERIES STATEMENT |
|---|
| Series statement |
Chapman & Hall/CRC Financial mathematics series |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references (p. 395-408) and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Computational methods for derivatives pricing -- Stochastic processes and risk neutral pricing -- Derivatives pricing via transform techniques -- Introduction to finite differences -- Derivative pricing via numerical solutions of PDEs -- Derivative pricing via numerical solutions of pides -- Simulation methods for derivatives pricing -- Calibration and estimation in derivatives pricing -- Model calibration -- Filtering and parameter estimation -- Bibliography -- Index. |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) |
|---|
| a |
7 |
| b |
cbc |
| c |
orignew |
| d |
1 |
| e |
ecip |
| f |
20 |
| g |
y-gencatlg |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Koha item type |
Books |
