Stochastic methods for pension funds / (Record no. 12690)
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fixed length control field | 02938cam a2200601Ma 4500 |
001 - CONTROL NUMBER | |
control field | ocn841171575 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | OCoLC |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20171224114300.0 |
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 cn||||||||| |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 111208s2012 enka ob 001 0 eng d |
040 ## - CATALOGING SOURCE | |
Original cataloging agency | E7B |
Language of cataloging | eng |
Description conventions | pn |
Transcribing agency | E7B |
Modifying agency | DG1 |
-- | OCLCQ |
-- | OCLCO |
-- | CNSPO |
-- | YDXCP |
-- | OCLCQ |
-- | DG1 |
019 ## - | |
-- | 872693956 |
-- | 925497016 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9781118565933 |
Qualifying information | (e-book) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 1118565932 |
Qualifying information | (e-book) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9781118562031 |
Qualifying information | (electronic bk.) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 1118562038 |
Qualifying information | (electronic bk.) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
Cancelled/invalid ISBN | 9781848212046 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
Cancelled/invalid ISBN | 1848212046 |
029 1# - (OCLC) | |
OCLC library identifier | AU@ |
System control number | 000051629148 |
029 1# - (OCLC) | |
OCLC library identifier | CHBIS |
System control number | 010026755 |
029 1# - (OCLC) | |
OCLC library identifier | CHVBK |
System control number | 306234343 |
029 1# - (OCLC) | |
OCLC library identifier | DEBBG |
System control number | BV041091202 |
029 1# - (OCLC) | |
OCLC library identifier | NZ1 |
System control number | 15916347 |
035 ## - SYSTEM CONTROL NUMBER | |
System control number | (OCoLC)841171575 |
Canceled/invalid control number | (OCoLC)872693956 |
-- | (OCoLC)925497016 |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | HD7105.4 |
Item number | .D48 2012eb |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 332.67/2540151923 |
Edition number | 23 |
049 ## - LOCAL HOLDINGS (OCLC) | |
Holding library | MAIN |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Devolder, Pierre. |
245 10 - TITLE STATEMENT | |
Title | Stochastic methods for pension funds / |
Statement of responsibility, etc | Pierre Devolder, Jacques Janssen, Raimondo Manca. |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Place of publication, distribution, etc | London : |
Name of publisher, distributor, etc | ISTE Ltd. ; |
Place of publication, distribution, etc | Hoboken, N.J. : |
Name of publisher, distributor, etc | Wiley, |
Date of publication, distribution, etc | 2012. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | 1 online resource (xv, 458 pages) : |
Other physical details | illustrations. |
336 ## - | |
-- | text |
-- | txt |
-- | rdacontent |
337 ## - | |
-- | computer |
-- | c |
-- | rdamedia |
338 ## - | |
-- | online resource |
-- | cr |
-- | rdacarrier |
490 1# - SERIES STATEMENT | |
Series statement | Applied stochastic methods series |
504 ## - BIBLIOGRAPHY, ETC. NOTE | |
Bibliography, etc | Includes bibliographical references and index. |
505 0# - FORMATTED CONTENTS NOTE | |
Formatted contents note | Introduction: pensions in perspective -- Classical actuarial theory of pension funding -- Deterministic and stochastic optimal control -- Defined contribution and defined benefit pension plans -- Fair and market values and interest rate stochastic models -- Risk modeling and solvency for pension funds -- Optimal control of a defined benefit pension scheme -- Optimal control of a defined contribution pension scheme -- Simulation models -- Discrete time semi-Markov processes (SMP) and reward SMP -- Generalized semi-Markov non-homogeneous models for pension funds and manpower management -- Appendices. Basic probabilistic tools for stochastic modeling -- Itô calculus and diffusion processes -- Bibliography -- Index. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Pension trusts |
General subdivision | Management. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Pension trusts |
General subdivision | Mathematics. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Financial risk management |
General subdivision | Mathematical models. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Stochastic models. |
655 #4 - INDEX TERM--GENRE/FORM | |
Genre/form data or focus term | Electronic books. |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Janssen, Jacques, |
Dates associated with a name | 1939- |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Manca, Raimondo. |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
Display text | Print version: |
Main entry heading | Devolder, Pierre. |
Title | Stochastic methods for pension funds. |
Place, publisher, and date of publication | London : ISTE Ltd. ; Hoboken, N.J. : Wiley, 2012 |
Record control number | (DLC) 2011048482 |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
Uniform title | Applied stochastic methods series. |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | http://onlinelibrary.wiley.com/book/10.1002/9781118562031 |
Public note | Wiley Online Library |
938 ## - | |
-- | ebrary |
-- | EBRY |
-- | ebr10671584 |
938 ## - | |
-- | YBP Library Services |
-- | YANK |
-- | 9984816 |
938 ## - | |
-- | YBP Library Services |
-- | YANK |
-- | 10349636 |
994 ## - | |
-- | 92 |
-- | DG1 |
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