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Quantitative finance (Record no. 45099)

MARC details
000 -LEADER
fixed length control field 02448nam a2200481 i 4500
001 - CONTROL NUMBER
control field 21130658
003 - CONTROL NUMBER IDENTIFIER
control field UDJG
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20240102003741.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS
fixed length control field m fo
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr |||||||||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 190812s2020 nju fo 001 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781118630006
040 ## - CATALOGING SOURCE
Original cataloging agency rum
041 ## - LANGUAGE CODE
Language code of text/sound track or separate title eng
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name MARIANI, Maria C.
9 (RLIN) 36581
245 10 - TITLE STATEMENT
Title Quantitative finance
Medium [online] /
Statement of responsibility, etc. Maria C. Mariani, Ionuț Florescu
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc. Hoboken, NJ :
Name of publisher, distributor, etc. Wiley,
Date of publication, distribution, etc. 2020
300 ## - PHYSICAL DESCRIPTION
Extent 1 resursă online
-- (xvii, 470 p.)
490 1# - SERIES STATEMENT
Series statement Wiley series in statistics in practice
500 ## - GENERAL NOTE
General note Index
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Part I : Stochastic Processes and Finance
Title Stochastic Processes: A Brief Review
-- Basics of Finance
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Part II : Quantitative Finance in Practice
Title Some Models Used in Quantitative Finance
-- Solving Partial Differential Equations
-- Wavelets and Fourier Transforms
-- Tree Methods
-- Approximating PDEs: Finite Difference Methods
-- Approximating Stochastic Processes: Monte Carlo Simulations and Generating and Generating Random Variables
-- Stochastic Differential Equations
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Part III : Advanced Models for Underlying Assets
Title Stochastic Volatility Models
-- Jump Diffusion Models
-- General Lévy Processes
-- Generalized Lévy Processes, Long Range Correlations, and Memory Effects
-- Approximating General Derivative Prices: Gradient Method
-- Solutions to Complex Models Arising in the Pricing of Financial Options
-- Factor and Copulas Models
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Part IV : Fixed Income Securities and Derivatives
Title Models for the Bond Market
-- Exchange Traded Funds (ETFs), Credit Default Swap (CDS), and Securitization
536 ## - FUNDING INFORMATION NOTE
Text of note Achiziție în cadrul proiectului Expert.
655 #7 - INDEX TERM--GENRE/FORM
Genre/form data or focus term lucrare de specialitate
Source of term UDJG
-- 53612
648 ## - SUBJECT ADDED ENTRY--CHRONOLOGICAL TERM
Source of heading or term UDJG
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Source of heading or term UDJG
Topical term or geographic name as entry element DE-Finanțe
9 (RLIN) 561
651 ## - SUBJECT ADDED ENTRY--GEOGRAPHIC NAME
Source of heading or term UDJG
690 #7 - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN)
9 (RLIN) 77
Topical term or geographic name as entry element finanțe
690 #7 - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN)
9 (RLIN) 732
Topical term or geographic name as entry element matematică
690 #7 - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN)
9 (RLIN) 1671
Topical term or geographic name as entry element MATLAB
690 #7 - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN)
Topical term or geographic name as entry element cărți străine
9 (RLIN) 102
690 #7 - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN)
Topical term or geographic name as entry element cărți achiziții
9 (RLIN) 3407
690 #7 - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN)
9 (RLIN) 35248
Topical term or geographic name as entry element cărți electronice
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name FLORESCU, Ionuț
9 (RLIN) 36582
830 0# - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Wiley series in statistics in practice
9 (RLIN) 36583
850 ## - HOLDING INSTITUTION
Holding institution UDJG
856 41 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://onlinelibrary.wiley.com/doi/book/10.1002/9781118630006">https://onlinelibrary.wiley.com/doi/book/10.1002/9781118630006</a>
Public note Acces la textul integral din intranet si contul de acces mobil
541 ## - IMMEDIATE SOURCE OF ACQUISITION NOTE
Source of acquisition S.C. E-nformation
Method of acquisition Achiziție
Purchase price 857.99 lei
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Universal Decimal Classification
Koha item type E-Books

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