MARC details
000 -LEADER |
fixed length control field |
03088cam a22003734a 4500 |
001 - CONTROL NUMBER |
control field |
16300638 |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20200505180548.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
fixed length control field |
100624s2010 njua b 001 0 eng |
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
LC control number |
2010027038 |
015 ## - NATIONAL BIBLIOGRAPHY NUMBER |
National bibliography number |
GBB072690 |
Source |
bnb |
016 7# - NATIONAL BIBLIOGRAPHIC AGENCY CONTROL NUMBER |
Record control number |
015577955 |
Source |
Uk |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9780470371893 (hardback) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
0470371897 (hardback) |
035 ## - SYSTEM CONTROL NUMBER |
System control number |
(OCoLC)ocn642285196 |
040 ## - CATALOGING SOURCE |
Original cataloging agency |
DLC |
Transcribing agency |
DLC |
Modifying agency |
BTCTA |
-- |
YDXCP |
-- |
UKM |
-- |
C#P |
-- |
BWX |
-- |
CDX |
-- |
DLC |
042 ## - AUTHENTICATION CODE |
Authentication code |
pcc |
050 00 - LIBRARY OF CONGRESS CALL NUMBER |
Classification number |
HG106 |
Item number |
.P33 2010 |
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
Classification number |
332.0285/53 |
Edition number |
22 |
100 1# - MAIN ENTRY--PERSONAL NAME |
Personal name |
Pachamanova, Dessislava A. |
9 (RLIN) |
387767 |
245 10 - TITLE STATEMENT |
Title |
Simulation and optimization in finance : |
Remainder of title |
modeling with MATLAB, @Risk, or VBA / |
Statement of responsibility, etc. |
Dessislava A. Pachamanova, Frank J. Fabozzi. |
260 ## - PUBLICATION, DISTRIBUTION, ETC. |
Place of publication, distribution, etc. |
Hoboken, N.J. : |
Name of publisher, distributor, etc. |
Wiley, |
Date of publication, distribution, etc. |
c2010. |
300 ## - PHYSICAL DESCRIPTION |
Extent |
xvii, 766 p. : |
Other physical details |
ill. ; |
Dimensions |
24 cm. |
490 1# - SERIES STATEMENT |
Series statement |
The Frank J. Fabozzi series |
504 ## - BIBLIOGRAPHY, ETC. NOTE |
Bibliography, etc. note |
Includes bibliographical references and index. |
520 ## - SUMMARY, ETC. |
Summary, etc. |
"An introduction to the theory and practice of financial simulation and optimization In recent years, there has been a notable increase in the use of simulation and optimization methods in the financial industry. Applications include portfolio allocation, risk management, pricing, and capital budgeting under uncertainty. This accessible guide provides an introduction to the simulation and optimization techniques most widely used in finance, while at the same time offering background on the financial concepts in these applications. In addition, it clarifies difficult concepts in traditional models of uncertainty in finance, and teaches you how to build models with software. It does this by reviewing current simulation and optimization methodology-along with available software-and proceeds with portfolio risk management, modeling of random processes, pricing of financial derivatives, and real options applications. Contains a unique combination of finance theory and rigorous mathematical modeling emphasizing a hands-on approach through implementation with software. Highlights not only classical applications, but also more recent developments, such as pricing of mortgage-backed securities. Includes models and code in both spreadsheet-based software (@RISK, Solver, Evolver, VBA) and mathematical modeling software (MATLAB). Filled with in-depth insights and practical advice, Simulation and Optimization Modeling in Finance offers essential guidance on some of the most important topics in financial management."-- |
Assigning source |
Provided by publisher. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Finance |
General subdivision |
Mathematical models |
-- |
Computer programs. |
700 1# - ADDED ENTRY--PERSONAL NAME |
Personal name |
Fabozzi, Frank J. |
9 (RLIN) |
387769 |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
Uniform title |
Frank J. Fabozzi series. |
9 (RLIN) |
387770 |
856 42 - ELECTRONIC LOCATION AND ACCESS |
Materials specified |
Cover image |
Uniform Resource Identifier |
<a href="http://catalogimages.wiley.com/images/db/jimages/9780470371893.jpg">http://catalogimages.wiley.com/images/db/jimages/9780470371893.jpg</a> |
906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) |
a |
7 |
b |
cbc |
c |
orignew |
d |
1 |
e |
ecip |
f |
20 |
g |
y-gencatlg |
919 ## - |
-- |
576916 |
925 0# - |
-- |
acquire |
-- |
2 shelf copies |
-- |
policy default |
-- |
claim1 2011-01-19 |
955 ## - COPY-LEVEL INFORMATION (RLIN) |
-- |
xj10 2010-06-24 |
-- |
xj10 2010-06-24 to Dewey |
-- |
rd05 2010-06-24 |
-- |
xh14 2011-06-01 Z-CipVer to BCCD |