Financial derivative and energy market valuation (Record no. 156798)

MARC details
000 -LEADER
fixed length control field 01868nam a2200373 a 4500
001 - CONTROL NUMBER
control field 0000167654
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20171002063416.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS
fixed length control field m u
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr cn|||||||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 120823s2013 njua sb 001 0 eng d
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
Canceled/invalid LC control number 2012031825
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Canceled/invalid ISBN 9781118487716 (cloth)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Canceled/invalid ISBN 9781118355114
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Canceled/invalid ISBN 9781118583586 (e-book)
035 ## - SYSTEM CONTROL NUMBER
System control number (CaPaEBR)ebr10682382
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)808628436
040 ## - CATALOGING SOURCE
Original cataloging agency CaPaEBR
Transcribing agency CaPaEBR
050 14 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG6024.A3
Item number M3774 2013eb
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.64/57
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Mastro, Michael A.,
Dates associated with a name 1975-
245 10 - TITLE STATEMENT
Title Financial derivative and energy market valuation
Medium [electronic resource] :
Remainder of title theory and implementation in MATLAB /
Statement of responsibility, etc. Michael Mastro.
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. Hoboken, N.J. :
Name of publisher, distributor, etc. Wiey,
Date of publication, distribution, etc. 2013.
300 ## - PHYSICAL DESCRIPTION
Extent viii, 649 p. :
Other physical details ill.
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc. note Includes bibliographical references and index.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Financial models -- Jump models -- Options -- Binomial trees -- Trinomial trees -- Finite difference methods -- Kalman filter -- Futures and forwards -- Non-linear and non-Gaussian Kalman filter -- Short term deviation/long term equilibrium model -- Futures and forwards options -- Fourier transform -- Fundamentals of characteristic functions -- Application of characteristic functions -- Levy processes -- Fourier based option analysis -- Fundamentals of stochastic finance -- Affine jump-diffusion processes.
533 ## - REPRODUCTION NOTE
Type of reproduction Electronic reproduction.
Place of reproduction Palo Alto, Calif. :
Agency responsible for reproduction ebrary,
Date of reproduction 2013.
Note about reproduction Available via World Wide Web.
-- Access may be limited to ebrary affiliated libraries.
630 00 - SUBJECT ADDED ENTRY--UNIFORM TITLE
Uniform title MATLAB.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Derivative securities.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Energy derivatives.
655 #7 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
Source of term local
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element ebrary, Inc.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://site.ebrary.com/lib/daystar/Doc?id=10682382">http://site.ebrary.com/lib/daystar/Doc?id=10682382</a>
Public note An electronic book accessible through the World Wide Web; click to view
908 ## - PUT COMMAND PARAMETER (RLIN)
Put command parameter 170314
942 00 - ADDED ENTRY ELEMENTS (KOHA)
Koha item type Electronic Book

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