Martingale methods in financial modelling / (Record no. 937660)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01633nam a2200301 a 4500 |
| 001 - CONTROL NUMBER | |
| control field | vtls000091021 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | IIMC |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20221117155906.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 140626 2005 000 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 3540209662 |
| 039 #9 - LEVEL OF BIBLIOGRAPHIC CONTROL AND CODING DETAIL [OBSOLETE] | |
| -- | 201406261932 |
| -- | VLOAD |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.6 |
| Item number | MUS |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Musiela, Marek |
| 9 (RLIN) | 2761767 |
| 245 1# - TITLE STATEMENT | |
| Title | Martingale methods in financial modelling / |
| Statement of responsibility, etc. | Marek Musiela and Marek Ruthowski |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2nd ed |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Heidelberg : |
| Name of publisher, distributor, etc. | Springer, |
| Date of publication, distribution, etc. | 2005 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xvi, 636p, 24cm. |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | Stochastic modelling and applied probability |
| 9 (RLIN) | 2761768 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | Covering both static and dynamic portfolio optimization, Portfolio Optimization and Performance Analysis makes the literature of stochastic optimization applied to mathematical finance accessible to readers. This book contains an overview of active and passive portfolio optimization. With modern risk analysis, it summarizes results of portfolio optimization and shows how theoretical results can be applied to practical and operational portfolio management and optimization. It illustrates the main results through numerical and empirical studies. This text is appropriate for financial engineers, investment professionals, and graduate students and researchers in financial mathematics |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Hedge funds |
| 9 (RLIN) | 2761769 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Investment analysis |
| 9 (RLIN) | 2761770 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Portfolio management |
| 9 (RLIN) | 2761771 |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Ruthowski, Marek |
| 9 (RLIN) | 1590596 |
| 901 ## - LOCAL DATA ELEMENT A, LDA (RLIN) | |
| a | 121012~~~C |
| 903 ## - LOCAL DATA ELEMENT C, LDC (RLIN) | |
| a | 121012~~~C |
| 904 ## - LOCAL DATA ELEMENT D, LDD (RLIN) | |
| a | <Portfolio management><Investment analysis><Hedge funds> |
| 949 ## - LOCAL PROCESSING INFORMATION (OCLC) | |
| -- | VIRTUAITEM |
| -- | 10000 |
| -- | 10000 |
| -- | 1 |
| 6 | 121012 |
| Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Calcutta | Calcutta | 17/11/2022 | 332.6 MUS | IIMC-121012 | 17/11/2022 | 17/11/2022 | Book |