Computational finance : (Record no. 222461)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02766cam a22003618i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 21498957 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20220418151914.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 200414s2020 nyu b 000 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| LC control number | 2020014571 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780367492939 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | DLC |
| Language of cataloging | eng |
| Description conventions | rda |
| Transcribing agency | AIMIT LIBRARY |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | pcc |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG106 |
| Item number | .C656 2020 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.72 |
| Edition number | 1 |
| Item number | CESF |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Cesarone, Francesco. |
| 9 (RLIN) | 30226 |
| 245 00 - TITLE STATEMENT | |
| Title | Computational finance : |
| Remainder of title | MATLAB oriented modeling / |
| Statement of responsibility, etc. | By Francesco Cesarone. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1st ed. |
| 263 ## - PROJECTED PUBLICATION DATE | |
| Projected publication date | 2007 |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | New York : |
| Name of producer, publisher, distributor, manufacturer | Routledge-Giappichelli, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2020. |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | unmediated |
| Media type code | n |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | volume |
| Carrier type code | nc |
| Source | rdacarrier |
| 490 0# - SERIES STATEMENT | |
| Series statement | Routledge-Giappichelli studies in business and management |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | Includes bibliographical references. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | "Computational Finance is increasingly important in the financial industry, as a necessary instrument for applying theoretical models to real-world challenges. Indeed, many models used in practice involve complex mathematical problems, for which an exact or a closed-form solution is not available. Consequently, we need to rely on computational techniques and specific numerical algorithms. This book combines theoretical concepts with practical implementation. Furthermore, the numerical solution of models is exploited, both to enhance the understanding of some mathematical and statistical notions, and to acquire sound programming skills in MATLAB®, which is useful for several other programming languages also. The material assumes the reader has a relatively limited knowledge of mathematics, probability and statistics. Hence, the book contains a short description of the fundamental tools needed to address the two main fields of quantitative finance: portfolio selection and derivatives pricing. Both fields are developed here, with a particular emphasis on portfolio selection, where the author includes an overview of recent approaches. The book gradually takes the reader from a basic to medium level of expertise by using examples and exercises to simplify the understanding of complex models in Finance, giving them the ability to place financial models in a computational setting. The book is ideal for courses focusing on quantitative finance, asset management, mathematical methods for economics and finance, investment banking, and corporate finance"-- |
| Assigning source | Provided by publisher. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Finance |
| General subdivision | Mathematical models. |
| 9 (RLIN) | 30227 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Finance |
| Form subdivision | Statistics. |
| 9 (RLIN) | 30228 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Financial engineering. |
| 9 (RLIN) | 30229 |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) | |
| a | 7 |
| b | cbc |
| c | orignew |
| d | 1 |
| e | ecip |
| f | 20 |
| g | y-gencatlg |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Book |
| Edition | 1st |
| Call number prefix | 519.72 CESF |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Home library | Current library | Date acquired | Source of acquisition | Cost, normal purchase price | Inventory number | Total Checkouts | Full call number | Barcode | Date last seen | Cost, replacement price | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | MBA | St Aloysius Institute of Management & Information Technology | St Aloysius Institute of Management & Information Technology | 03/24/2022 | Biblios Book Point | 3493.64 | Bill no:6621; Bill dt:2022-03-22 | 519.72 CESF | MBA14329 | 07/21/2025 | 2794.91 | 04/18/2022 | Book |
