MARC details
| 000 -LEADER |
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| fixed length control field |
02398cam a2200481 i 4500 |
| 001 - CONTROL NUMBER |
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| control field |
200437947 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
TR-AnTOB |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20230915001307.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
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| fixed length control field |
m o d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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| fixed length control field |
cr cnuaaaau |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
100817s2011 nju go d eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
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| Canceled/invalid LC control number |
2010033299 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780470482353 (cloth) |
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| International Standard Book Number |
9780470937167 (ebook) |
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| International Standard Book Number |
9780470937266 (ebook) |
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| International Standard Book Number |
9781118006702 (ebook) |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
CaPaEBR |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Transcribing agency |
CaPaEBR |
| Modifying agency |
TR-AnTOB |
| 041 0# - LANGUAGE CODE |
|---|
| Language code of text/sound track or separate title |
İngilizce |
| 050 14 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HG4637 |
| Item number |
.F56 2011 |
| 090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN) |
|---|
| Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) |
HG4637 |
| Local cutter number (OCLC) ; Book number/undivided call number, CALL (RLIN) |
.F56 2011EBK |
| 245 00 - TITLE STATEMENT |
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| Title |
Financial models with Lévy processes and volatility clustering / |
| Statement of responsibility, etc. |
Svetlozar T. Rachev, Young Shin Kim, Michele Leonardo Bianchi [and] Frank J. Fabozzi , |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Hoboken, NJ : |
| Name of producer, publisher, distributor, manufacturer |
Wiley, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2011. |
|
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| Date of production, publication, distribution, manufacture, or copyright notice |
©2011 |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
1 online resource (xx, 394 pages) |
| 336 ## - CONTENT TYPE |
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| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
computer |
| Media type code |
n |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
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| Carrier type term |
online resource |
| Carrier type code |
nc |
| Source |
rdacarrier |
| 490 0# - SERIES STATEMENT |
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| Series statement |
The Frank J. Fabozzi series |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc. note |
|
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 1: Introduction -- Chapter 2: Probability Distributions -- Chapter 3: Stable and Tempered Stable Distributions -- Chapter 4: Stochastic Processes in Continuous Time -- Chapter 5: Conditional Expectation and Change of Measure -- Chapter 6: Exponential Lévy Models -- Chapter 7: Option Pricing in Exponential Lévy Models -- Chapter 8: Simulation -- Chapter 9: Multi-Tail t-Distribution -- Chapter 10: Non-Gaussian Portfolio Allocation -- Chapter 11: Normal GARCH Models -- Chapter 12: Smoothly Truncated Stable GARCH Models -- Chapter 13: Infinitely Divisible GARCH Models -- Chapter 14: Option Pricing with Monte Carlo Methods |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Capital assets pricing model |
| 9 (RLIN) |
22341 |
|
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| Topical term or geographic name entry element |
Lévy processes |
| 9 (RLIN) |
21106 |
|
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| Topical term or geographic name entry element |
Finance |
| General subdivision |
Mathematical models |
| 9 (RLIN) |
4846 |
|
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| Topical term or geographic name entry element |
Probabilities |
| 9 (RLIN) |
818 |
| 655 #0 - INDEX TERM--GENRE/FORM |
|---|
| Genre/form data or focus term |
Electronic books |
| 9 (RLIN) |
2032 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Rachev, S. T. |
| Fuller form of name |
(Svetlozar Todorov) |
| Relator term |
author |
| 9 (RLIN) |
128127 |
|
|---|
| Personal name |
Kim, Young Shin |
| Relator term |
author |
| 9 (RLIN) |
127338 |
|
|---|
| Personal name |
Bianchi, Michele Leonardo |
| Relator term |
author |
| 9 (RLIN) |
127339 |
|
|---|
| Personal name |
Fabozzi, Frank J. |
| Relator term |
author |
| 9 (RLIN) |
127340 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
<a href="https://search.ebscohost.com/login.aspx?direct=true&db=nlebk&AN=356217">https://search.ebscohost.com/login.aspx?direct=true&db=nlebk&AN=356217</a> |
| Public note |
Online access link to the resource |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Library of Congress Classification |
| Koha item type |
E-Book |
