Applied quantitative finance (Record no. 96619)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 00941nam a2200193Ia 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783540691778 |
| 245 ## - TITLE STATEMENT | |
| Title | Applied quantitative finance |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2nd ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 2009 |
| Name of publisher, distributor, etc. | Springer Science |
| Place of publication, distribution, etc. | New York |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxvi, 447 p. |
| Other physical details | 24 cm ; Hard |
| 500 ## - GENERAL NOTE | |
| General note | 9783540691778 |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1. Value at risk --<br/>2. Credit risk --<br/>3. Implied volatility --<br/>4. Econimetrics. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Offers solutions to and presents theoretical developments in many practical problems such as risk management, pricing of credit derivatives, quantification of volatility and copula modelling. This book reflects the synthesis of theory and practice supported by computational tools in the selection of topics. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Risk--Mathematical models |
| -- | Finance--Mathematical models |
| -- | Econometrics |
| -- | Economics |
| -- | Banks and banking |
| -- | Finance |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Nikolaus Hautsch |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Ludger Overbeck |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Härdle, Wolfgang |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Total Checkouts | Total Renewals | Full call number | Barcode | Date last seen | Date last checked out | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | GSB Collection | H.T. Parekh Library | H.T. Parekh Library | 25/03/2010 | 5 | 332.645 APP | 38103 | 24/06/2019 | 24/06/2019 | 22/06/2019 | Books |