MARC details
000 -LEADER |
fixed length control field |
04576cam a2200841 a 4500 |
001 - CONTROL NUMBER |
control field |
ocn804664841 |
003 - CONTROL NUMBER IDENTIFIER |
control field |
OCoLC |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20220711175843.0 |
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 cnu---unuuu |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
fixed length control field |
120806s2012 enk o 001 0 eng d |
040 ## - CATALOGING SOURCE |
Original cataloging agency |
EBLCP |
Language of cataloging |
eng |
Description conventions |
pn |
Transcribing agency |
EBLCP |
Modifying agency |
N$T |
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IDEBK |
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OCLCQ |
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OL$ |
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OCLCQ |
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OCLCF |
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YDXCP |
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DEBSZ |
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OCLCQ |
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LIP |
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OCLCQ |
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UUM |
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OCLCQ |
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AU@ |
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UKAHL |
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OCLCQ |
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S8J |
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YDX |
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OCLCO |
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OCLCQ |
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OCLCA |
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MM9 |
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OCLCQ |
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OCLCO |
019 ## - |
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805511166 |
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853661290 |
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1173552862 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9781139525749 |
Qualifying information |
(electronic bk.) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
1139525743 |
Qualifying information |
(electronic bk.) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9781139017404 |
Qualifying information |
(electronic book) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
1139017403 |
Qualifying information |
(electronic book) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
1107003717 |
Qualifying information |
(hard back) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9781107003712 |
Qualifying information |
(hard back) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
Cancelled/invalid ISBN |
9781139528139 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
Cancelled/invalid ISBN |
1139528130 |
024 8# - OTHER STANDARD IDENTIFIER |
Standard number or code |
9786613840868 |
029 1# - (OCLC) |
OCLC library identifier |
AU@ |
System control number |
000055824240 |
029 1# - (OCLC) |
OCLC library identifier |
DEBSZ |
System control number |
431185492 |
029 1# - (OCLC) |
OCLC library identifier |
NZ1 |
System control number |
15953192 |
035 ## - SYSTEM CONTROL NUMBER |
System control number |
(OCoLC)804664841 |
Canceled/invalid control number |
(OCoLC)805511166 |
-- |
(OCoLC)853661290 |
-- |
(OCoLC)1173552862 |
037 ## - SOURCE OF ACQUISITION |
Stock number |
384086 |
Source of stock number/acquisition |
MIL |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
Classification number |
HG106 |
072 #7 - SUBJECT CATEGORY CODE |
Subject category code |
BUS |
Subject category code subdivision |
027000 |
Source |
bisacsh |
072 #7 - SUBJECT CATEGORY CODE |
Subject category code |
KFF |
Source |
bicssc |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
Classification number |
332.02855133 |
Edition number |
22 |
049 ## - LOCAL HOLDINGS (OCLC) |
Holding library |
MAIN |
100 1# - MAIN ENTRY--PERSONAL NAME |
Personal name |
Capiński, Marek, |
Dates associated with a name |
1951- |
9 (RLIN) |
865580 |
245 10 - TITLE STATEMENT |
Title |
Numerical methods in finance with C++ / |
Statement of responsibility, etc |
Maciej J. Capiński, Tomasz Zastawniak. |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
Place of publication, distribution, etc |
Cambridge : |
Name of publisher, distributor, etc |
Cambridge University Press, |
Date of publication, distribution, etc |
2012. |
300 ## - PHYSICAL DESCRIPTION |
Extent |
1 online resource |
336 ## - |
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text |
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txt |
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rdacontent |
337 ## - |
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computer |
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c |
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rdamedia |
338 ## - |
-- |
online resource |
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cr |
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rdacarrier |
490 1# - SERIES STATEMENT |
Series statement |
Mastering mathematical finance. |
500 ## - GENERAL NOTE |
General note |
Includes index. |
505 0# - FORMATTED CONTENTS NOTE |
Formatted contents note |
Cover; Numerical Methods in Finance with C++; Mastering Mathematical Finance; Title; Copyright; Dedication; Contents; Preface; 1: Binomial pricer; 1.1 Program shell; 1.2 Entering data; 1.3 Functions; 1.4 Separate compilation; 1.5 CRR pricer; 1.6 Pointers; 1.7 Function pointers; 1.8 Taking stock; 2: Binomial pricer revisited; 2.1 Our first class; 2.2 Inheritance; 2.3 Virtual functions; 2.4 Summing up; 3: American options; 3.1 Multiple inheritance; 3.2 Virtual inheritance; 3.3 Class templates; 4: Non-linear solvers; 4.1 Implied volatility; 4.2 Bisection method; 4.3 Newton-Raphson method. |
505 8# - FORMATTED CONTENTS NOTE |
Formatted contents note |
4.4 Function pointers4.5 Virtual functions; 4.6 Function templates; 4.7 Computing implied volatility; 4.8 Remarks on templates; 5: Monte Carlo methods; 5.1 Path-dependent options; 5.2 Valuation; 5.3 Pricing error; 5.4 Greek parameters; 5.5 Variance reduction; 5.6 Path-dependent basket options; 6: Finite difference methods; 6.1 Parabolic partial differential equations; 6.2 Explicit method; 6.3 Implicit schemes; 6.4 Changing coordinates; 6.5 American options; 6.6 Proofs; Index. |
520 ## - SUMMARY, ETC. |
Summary, etc |
Provides aspiring quant developers with the numerical techniques and programming skills needed in quantitative finance. No programming background required. |
588 0# - |
-- |
Print version record. |
590 ## - LOCAL NOTE (RLIN) |
Local note |
eBooks on EBSCOhost |
Provenance (VM) [OBSOLETE] |
EBSCO eBook Subscription Academic Collection - Worldwide |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Finance |
General subdivision |
Mathematical models. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
C++ (Computer program language) |
9 (RLIN) |
3234 |
650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Finances |
General subdivision |
Modèles mathématiques. |
9 (RLIN) |
865581 |
650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
C++ (Langage de programmation) |
9 (RLIN) |
886294 |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
BUSINESS & ECONOMICS |
General subdivision |
Finance. |
Source of heading or term |
bisacsh |
9 (RLIN) |
51787 |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
C++ (Computer program language) |
Source of heading or term |
fast |
-- |
(OCoLC)fst00843286 |
9 (RLIN) |
3234 |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Finance |
General subdivision |
Mathematical models. |
Source of heading or term |
fast |
-- |
(OCoLC)fst00924398 |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
C++ |
Source of heading or term |
gnd |
9 (RLIN) |
886295 |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Finanzmathematik |
Source of heading or term |
gnd |
9 (RLIN) |
886296 |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Optionspreistheorie |
Source of heading or term |
gnd |
9 (RLIN) |
886297 |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Software |
Source of heading or term |
gnd |
9 (RLIN) |
886298 |
655 #4 - INDEX TERM--GENRE/FORM |
Genre/form data or focus term |
Electronic books. |
700 1# - ADDED ENTRY--PERSONAL NAME |
Personal name |
Zastawniak, Tomasz, |
Dates associated with a name |
1976- |
9 (RLIN) |
886299 |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
Display text |
Print version: |
Main entry heading |
Capinski, Maciej J. |
Title |
Numerical Methods in Finance with C++. |
Place, publisher, and date of publication |
Cambridge : Cambridge University Press, 2012 |
International Standard Book Number |
9781107003712 |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
Uniform title |
Mastering mathematical finance. |
9 (RLIN) |
540859 |
856 40 - ELECTRONIC LOCATION AND ACCESS |
Uniform Resource Identifier |
<a href="https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=466692">https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=466692</a> |
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Askews and Holts Library Services |
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ASKH |
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AH24076455 |
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Askews and Holts Library Services |
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AH33350647 |
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EBL - Ebook Library |
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EBLB |
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EBL977148 |
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EBSCOhost |
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EBSC |
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466692 |
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ProQuest MyiLibrary Digital eBook Collection |
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IDEB |
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384086 |
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YBP Library Services |
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YANK |
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9454105 |
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INOPJ |