MARC details
| 000 -LEADER |
|---|
| fixed length control field |
02585nam a22003377i 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
JRU |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20161023093608.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
160118t2015 xxu||||| |||| 00| 0 eng d |
| 011 ## - LINKING LIBRARY OF CONGRESS CONTROL NUMBER [OBSOLETE] |
|---|
| LC control number |
181696 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781482228991 |
| Qualifying information |
Hardback |
| 040 ## - CATALOGING SOURCE |
|---|
| Description conventions |
rda |
| Transcribing agency |
|
| Language of cataloging |
eng |
|
|---|
| Description conventions |
rda |
| Language of cataloging |
eng |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
519.5 |
| Item number |
.L752 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Lindstrom, Erik, |
| Relator term |
author. |
| 9 (RLIN) |
119311 |
| 245 ## - TITLE STATEMENT |
|---|
| Title |
Statistics for finance / |
| Statement of responsibility, etc. |
Erik Lindstrom, Lund University, Sweden, Henrik Madsen, Technical University of Denmark, Lyngby, Denmark, Jan Nygaard Nielsen, Netcompany A/S, Copenhagen, Denmark. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Boca Raton : |
| Name of producer, publisher, distributor, manufacturer |
CRress is an imprint of the Taylor and Francis Group, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2015. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xvii, 365 pages, 3 unnumbered pages of plates ; |
| Dimensions |
24 cm |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
unmediated |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
volume |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE |
|---|
| Title |
Text in Statistical Science |
| 9 (RLIN) |
13718 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references (pages 345-359) and index |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
"Statistics for Finance develops students professional skills in statistics with applications in finance. Developed from the authors courses at the Technical University of Denmark and Lund University, the text bridges the gap between classical, rigorous treatments of financial mathematics that rarely connect concepts to data and books on econometrics and time series analysis that do not cover specific problems related to option valuation. The book discusses applications of financial derivatives pertaining to risk assessment and elimination. The authors cover various statistical and mathematical techniques, including linear and nonlinear time series analysis, stochastic calculus models, stochastic differential equations, It s formula, the Black Scholes model, the generalized method-of-moments, and the Kalman filter. They explain how these tools are used to price financial derivatives, identify interest rate models, value bonds, estimate parameters, and much more. This textbook will help students understand and manage empirical research in financial engineering. It includes examples of how the statistical tools can be used to improve value-at-risk calculations and other issues. In addition, end-of-chapter exercises develop students financial reasoning skills." -- Provided by publisher |
| 521 ## - TARGET AUDIENCE NOTE |
|---|
| Target audience note |
|
| 546 ## - LANGUAGE NOTE |
|---|
| Language note |
Text in English |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Statistics. |
| 9 (RLIN) |
23807 |
|
|---|
| Topical term or geographic name as entry element |
Finance. |
| 9 (RLIN) |
24553 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Madsen, Henrik, |
| Relator term |
author. |
| 9 (RLIN) |
119312 |
|
|---|
| Personal name |
Nielsen, Jan Nygaard, |
| Relator term |
author. |
| 9 (RLIN) |
119313 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Print Materials |
| Classification part |
332.015195 |
| Item part |
.L573 |
| Call number prefix |
TPA |
| Call number suffix |
2015 |