Nonlinear option pricing / (Record no. 16564)

MARC details
000 -LEADER
fixed length control field 02317cam a22004697i 4500
001 - ACCESSION NUMBER
control field 20980
003 - CONTROL NUMBER IDENTIFIER
control field CUTN
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20160517143221.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 140507s2014 flua b 001 0 eng d
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
LC control number 2012286518
015 ## - NATIONAL BIBLIOGRAPHY NUMBER
National bibliography number GBB357669
Source bnb
016 7# - NATIONAL BIBLIOGRAPHIC AGENCY CONTROL NUMBER
Record control number 016444061
Source Uk
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781466570337 (hbk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 1466570334 (hbk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 1466570342 (PDF ebook)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781466570344 (PDF ebook)
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)ocn851826692
040 ## - CATALOGING SOURCE
Original cataloging agency UKMGB
Language of cataloging eng
Transcribing agency UKMGB
Modifying agency OCLCO
-- BTCTA
-- YDXCP
-- JCU
-- OCLCO
-- Z@L
-- NLGGC
-- TEU
-- CHVBK
-- OCLCQ
-- DLC
Description conventions rda
042 ## - AUTHENTICATION CODE
Authentication code lccopycat
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG6042
Item number .G89 2014
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.64
Edition number 23
084 ## - OTHER CLASSIFICATION NUMBER
Classification number 31.73
Source of number bcl
084 ## - OTHER CLASSIFICATION NUMBER
Classification number 332.06
Source of number bcl
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Guyon, Julien,
Relator term author.
245 10 - TITLE STATEMENT
Title Nonlinear option pricing /
Statement of responsibility, etc Julien Guyon, Pierre Henry-Labordère.
300 ## - PHYSICAL DESCRIPTION
Extent xxxviii, 445 pages :
Other physical details illustrations ;
Dimensions 24cm.
490 1# - SERIES STATEMENT
Series statement Chapman & Hall/CRC financial mathematics series
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references (pages 427-439) and index.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Option pricing in a nutshell -- Monte Carlo -- Some excursions in option pricing -- Nonlinear PDEs: a bit of theory -- Examples of nonlinear problems in finance -- Early exercise problems -- Backward stochastic differential equations -- The uncertain lapse and mortality model -- The uncertain volatility model -- McKean nonlinear stochastic differential equations -- Calibration of local stochastic volatility models to market smiles -- Calibration of local correlation models to market smiles -- Marked branching diffusions -- References -- Index.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Options (Finance)
General subdivision Prices
-- Mathematical models.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Nonlinear pricing
General subdivision Mathematical models.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Business mathematics.
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Optionspreistheorie.
Source of heading or term gnd
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Nichtlineare partielle Differentialgleichung.
Source of heading or term gnd
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Stochastische Differentialgleichung.
Source of heading or term gnd
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Finanzmathematik.
Source of heading or term gnd
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Henry-Labordère, Pierre,
Relator term author.
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Chapman & Hall/CRC financial mathematics series.
906 ## - LOCAL DATA ELEMENT F, LDF (RLIN)
a 7
b cbc
c copycat
d 2
e ncip
f 20
g y-gencatlg
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type General Books
Holdings
Date last seen Total Checkouts Full call number Barcode Price effective from Koha item type Lost status Source of classification or shelving scheme Damaged status Not for loan Withdrawn status Home library Current library Shelving location Date acquired
17/05/2016   332.64 20980 17/05/2016 General Books   Dewey Decimal Classification       CUTN Central Library CUTN Central Library Generalia 17/05/2016

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