Handbook of simulation and financial risk management with practical case studies / (Record no. 12434)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 04449cam a2200877 i 4500 |
| 001 - CONTROL NUMBER | |
| control field | ocn827198475 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OCoLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20171224114152.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION | |
| fixed length control field | m o d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr ||||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 130208s2013 nju ob 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| LC control number | 2013005655 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | DLC |
| Language of cataloging | eng |
| Description conventions | rda |
| -- | pn |
| Transcribing agency | DLC |
| Modifying agency | YDX |
| -- | N$T |
| -- | YDXCP |
| -- | IDEBK |
| -- | EBLCP |
| -- | DG1 |
| -- | CUS |
| -- | CUI |
| -- | MHW |
| -- | CDX |
| -- | E7B |
| -- | B24X7 |
| -- | TEFOD |
| -- | DEBSZ |
| -- | DEBBG |
| -- | TEFOD |
| -- | OCLCQ |
| -- | DG1 |
| 019 ## - | |
| -- | 851161713 |
| -- | 927508505 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118573549 |
| Qualifying information | (epub) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118573544 |
| Qualifying information | (epub) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118573501 |
| Qualifying information | (pdf) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118573501 |
| Qualifying information | (pdf) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118573587 |
| Qualifying information | (mobi) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118573587 |
| Qualifying information | (mobi) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118573570 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118573579 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1299678726 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781299678729 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Cancelled/invalid ISBN | 9780470647158 |
| Qualifying information | (cloth) |
| 029 1# - (OCLC) | |
| OCLC library identifier | AU@ |
| System control number | 000051763208 |
| 029 1# - (OCLC) | |
| OCLC library identifier | AU@ |
| System control number | 000053306029 |
| 029 1# - (OCLC) | |
| OCLC library identifier | CHBIS |
| System control number | 010026969 |
| 029 1# - (OCLC) | |
| OCLC library identifier | CHNEW |
| System control number | 000721114 |
| 029 1# - (OCLC) | |
| OCLC library identifier | CHVBK |
| System control number | 306238144 |
| 029 1# - (OCLC) | |
| OCLC library identifier | DEBBG |
| System control number | BV041904835 |
| 029 1# - (OCLC) | |
| OCLC library identifier | DEBBG |
| System control number | BV042739433 |
| 029 1# - (OCLC) | |
| OCLC library identifier | DEBSZ |
| System control number | 431441529 |
| 029 1# - (OCLC) | |
| OCLC library identifier | DKDLA |
| System control number | 820120-katalog:000664433 |
| 029 1# - (OCLC) | |
| OCLC library identifier | NZ1 |
| System control number | 15351107 |
| 029 1# - (OCLC) | |
| OCLC library identifier | DEBBG |
| System control number | BV041876929 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)827198475 |
| Canceled/invalid control number | (OCoLC)851161713 |
| -- | (OCoLC)927508505 |
| 037 ## - SOURCE OF ACQUISITION | |
| Stock number | 499122 |
| Source of stock number/acquisition | MIL |
| 037 ## - SOURCE OF ACQUISITION | |
| Stock number | A1AA26CB-50A6-43DA-8174-2DDC188888E2 |
| Source of stock number/acquisition | OverDrive, Inc. |
| Note | http://www.overdrive.com |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | pcc |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG173 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | BUS |
| Subject category code subdivision | 036000 |
| Source | bisacsh |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.64/50113 |
| Edition number | 23 |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | MAIN |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Chan, Ngai Hang. |
| 245 10 - TITLE STATEMENT | |
| Title | Handbook of simulation and financial risk management with practical case studies / |
| Statement of responsibility, etc | Ngai Hang Chan, Department of Statistics, the Chinese University of Hong Kong, Shatin, Hong Kong, Hoi Ying Wong, Department of Statistics, the Chinese University of Hong Kong, Shatin, Hong Kong. |
| 264 #1 - | |
| -- | Hoboken : |
| -- | Wiley, |
| -- | 2013. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 490 1# - SERIES STATEMENT | |
| Series statement | Wiley handbooks in financial engineering and econometrics |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | List of figures -- List of tables -- Preface -- An introduction to excel vba -- Background -- Structured products -- Volatility modeling -- Fixed-income derivatives I : short-rate models -- Fixed-income derivatives II : libor market models -- Credit derivatives and counterparty credit risk -- Value-at-risk and related risk measures -- The Greeks -- Appendix -- References -- Subject index -- Author index. |
| 588 0# - | |
| -- | Print version record and CIP data provided by publisher. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | This authoritative handbook illustrates practical implementation of simulation techniques in the banking and financial industries through use of real-world, time-sensitive applications. Striking a balance between theory and practice, it demonstrates how simulation algorithms can be used to solve practical problems and showcases how accuracy and efficiency in implementing various simulation methods can be used as indispensable tools in risk management. It also covers topics such as volatility, fixed-income derivatives, LIBOR Market Models, risk measures, and includes over two-dozen recognized s. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance |
| General subdivision | Simulation methods. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Risk management |
| General subdivision | Simulation methods. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | BUSINESS & ECONOMICS |
| General subdivision | Investments & Securities |
| -- | General. |
| Source of heading or term | bisacsh |
| 650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Risk management - Simulation methods. |
| 655 #4 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| 655 #0 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Wong, Hoi Ying, |
| Dates associated with a name | 1974- |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Print version: |
| Main entry heading | Chan, Ngai Hang. |
| Title | Handbook of simulation and financial risk management with practical case studies. |
| Place, publisher, and date of publication | Hoboken : Wiley, 2013 |
| International Standard Book Number | 9780470647158 |
| Record control number | (DLC) 2013001309 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Wiley handbooks in financial engineering and econometrics. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://onlinelibrary.wiley.com/book/10.1002/9781118573570 |
| Public note | Wiley Online Library |
| 938 ## - | |
| -- | Books 24x7 |
| -- | B247 |
| -- | bkf00056305 |
| 938 ## - | |
| -- | Coutts Information Services |
| -- | COUT |
| -- | 25730674 |
| 938 ## - | |
| -- | EBL - Ebook Library |
| -- | EBLB |
| -- | EBL1215829 |
| 938 ## - | |
| -- | ebrary |
| -- | EBRY |
| -- | ebr10720715 |
| 938 ## - | |
| -- | EBSCOhost |
| -- | EBSC |
| -- | 597753 |
| 938 ## - | |
| -- | Ingram Digital eBook Collection |
| -- | IDEB |
| -- | cis25730674 |
| 938 ## - | |
| -- | YBP Library Services |
| -- | YANK |
| -- | 9984876 |
| 938 ## - | |
| -- | YBP Library Services |
| -- | YANK |
| -- | 10791329 |
| 994 ## - | |
| -- | 92 |
| -- | DG1 |
No items available.