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 |