Introduction to Quantitative Methods for Financial Markets (Record no. 371159)

MARC details
000 -LEADER
fixed length control field 03252nam a22005415i 4500
001 - CONTROL NUMBER
control field 978-3-0348-0519-3
003 - CONTROL NUMBER IDENTIFIER
control field DE-He213
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20180115171554.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr nn 008mamaa
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 130628s2013 sz | s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783034805193
-- 978-3-0348-0519-3
024 7# - OTHER STANDARD IDENTIFIER
Standard number or code 10.1007/978-3-0348-0519-3
Source of number or code doi
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HB144
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA269-272
072 #7 - SUBJECT CATEGORY CODE
Subject category code PBUD
Source bicssc
072 #7 - SUBJECT CATEGORY CODE
Subject category code MAT011000
Source bisacsh
072 #7 - SUBJECT CATEGORY CODE
Subject category code BUS069030
Source bisacsh
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Albrecher, Hansjoerg.
Relator term author.
245 10 - TITLE STATEMENT
Title Introduction to Quantitative Methods for Financial Markets
Medium [electronic resource] /
Statement of responsibility, etc. by Hansjoerg Albrecher, Andreas Binder, Volkmar Lautscham, Philipp Mayer.
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture Basel :
Name of producer, publisher, distributor, manufacturer Springer Basel :
-- Imprint: Birkhäuser,
Date of production, publication, distribution, manufacture, or copyright notice 2013.
300 ## - PHYSICAL DESCRIPTION
Extent IX, 191 p. 48 illus., 10 illus. in color.
Other physical details online resource.
336 ## - CONTENT TYPE
Content type term text
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term computer
Media type code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term online resource
Carrier type code cr
Source rdacarrier
347 ## - DIGITAL FILE CHARACTERISTICS
File type text file
Encoding format PDF
Source rda
490 1# - SERIES STATEMENT
Series statement Compact Textbooks in Mathematics,
International Standard Serial Number 2296-4568
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note I Interest Rates -- II Financial Products -- III The No-Arbitrage Principle -- IV European and American Options -- The Binomial Option Pricing Model -- VI The Black-Scholes Model -- VII The Black-Scholes Formula -- VIII Stock-Price Models -- IX Interest Rate Models and the Valuation of Interest Rate Derivatives -- X Numerical Tools -- XI Simulation Methods -- XII Calibrating Models – Inverse Problems -- XIII Case Studies: Exotic Derivatives -- XIV Portfolio-Optimization -- XV Introduction to Credit Risk Models.
520 ## - SUMMARY, ETC.
Summary, etc. Swaps, futures, options, structured instruments - a wide range of derivative products is traded in today's financial markets. Analyzing, pricing and managing such products often requires fairly sophisticated quantitative tools and methods. This book serves as an introduction to financial mathematics with special emphasis on aspects relevant in practice. In addition to numerous illustrative examples, algorithmic implementations are demonstrated using "Mathematica" and the software package "UnRisk" (available for both students and teachers). The content is organized in 15 chapters that can be treated as independent modules. In particular, the exposition is tailored for classroom use in a Bachelor or Master program course, as well as for practitioners who wish to further strengthen their quantitative background.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematics.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Game theory.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Economics, Mathematical.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Economic theory.
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematics.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Game Theory, Economics, Social and Behav. Sciences.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Economic Theory/Quantitative Economics/Mathematical Methods.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Quantitative Finance.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Binder, Andreas.
Relator term author.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Lautscham, Volkmar.
Relator term author.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Mayer, Philipp.
Relator term author.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
773 0# - HOST ITEM ENTRY
Title Springer eBooks
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Relationship information Printed edition:
International Standard Book Number 9783034805186
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Compact Textbooks in Mathematics,
International Standard Serial Number 2296-4568
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://dx.doi.org/10.1007/978-3-0348-0519-3">http://dx.doi.org/10.1007/978-3-0348-0519-3</a>
912 ## -
-- ZDB-2-SMA
Holdings
Withdrawn status Lost status Damaged status Not for loan Collection code Home library Current library Date acquired Total Checkouts Date last seen Price effective from Koha item type
  Not Lost     EBook e-Library e-Library 15/01/2018   15/01/2018 15/01/2018 eBook

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