Elements of financial mathematics : (Record no. 27716)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02551nam a2200289 i 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | CSPC |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20240531143345.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 240524s2021 onca b 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781774077696 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | CSPC |
| Original cataloging agency | CSPC |
| Language of cataloging | eng |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG4515.3 |
| Item number | .E44 2021 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Edition number | 23 |
| Classification number | 332.60151 |
| Item number | El266 |
| 245 00 - TITLE STATEMENT | |
| Title | Elements of financial mathematics : |
| Remainder of title | from interest theory to options / |
| Statement of responsibility, etc. | edited by Stefano Spezia. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Burlington, Ontario : |
| Name of producer, publisher, distributor, manufacturer | Arcler Press, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2021. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxii, 434 pages : |
| Other physical details | illustrations ; |
| Dimensions | 24 cm. |
| 336 ## - CONTENT TYPE | |
| Source | rdacontent |
| Content type term | text |
| 337 ## - MEDIA TYPE | |
| Source | rdamedia |
| Media type term | unmediated |
| 338 ## - CARRIER TYPE | |
| Source | rdacarrier |
| Carrier type term | volume |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | Includes bibliographical references and index |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Upper and lower bounds for Annuities and life insurance from incomplete mortality data -- The effect of the assumed interest rate and smoothing on variable annuities -- Adverse selection in private annuity markets and the role of mandatory social annuitization -- Evaluation of variable annuity guarantees with the effect of jumps in the asset price process -- The analysis of corporate bond valuation under an infinite dimensional compound poisson framework -- The time decay of bond premium and discount- ana nalysis of the time passage effect on bond prices -- On a new corporate bond pricing model with potential credit. Rating change and stochastic interest rate -- Forecasting term structure of interest rates in Japan -- Practical aspects of portfolio selection and optimisation on the capital market -- A general frameowork for portfolio theory. Part III: Multi-period markets and modular approach -- Research and regularized mean-variance portfolio selection strategy with modified roy safetyfirst principle -- Systematic risk from investment similarities -- The value of Monte Carlo model-based variance reduction technology in the pricing of financial derivatives -- Modelling and computation in the valuation of carbon derivatives with stochastic convenience yields -- Variance and dimension reduction monte Carlo method for pricing European multi-asset options with stochastic volatilities -- A comparative study on barrier option pricing using antithetic and quasi Monte-Carlo simulations. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Finance |
| General subdivision | Mathematical models |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Investments |
| General subdivision | Mathematical models |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Business mathematics |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Spezia, Stefano, |
| Relator term | editor. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Suppress in OPAC | No |
| Koha item type | Books |
| Classification part | 332.60151 |
| Call number prefix | CIR |
| Call number suffix | 2021 |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Copy number | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Main Library | Main Library | Circulation Section | 05/24/2024 | CIR 332.60151 El266 2021 | 027825 | 05/24/2024 | 1-1 | 05/24/2024 | Books |