MARC details
| 000 -LEADER |
|---|
| fixed length control field |
01741nam a2200301 i 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
90570 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
0000000000 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20180215105235.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
060126s2003 000 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
0521819164 |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(AEA)1FCBEAEDE83A464598BA6A3B30E8EB94 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
AEA-IRC |
| Transcribing agency |
AEA-IRC |
| Modifying agency |
AEA-IRC |
| Description conventions |
rda |
| 050 ## - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG 101 |
| Item number |
.B66 2003 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Bouchaud, Jean-Philippe, |
| Dates associated with a name |
1962- |
| 9 (RLIN) |
21994 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Theory of financial risk and derivative pricing : |
| Remainder of title |
from statistical physics to risk management / |
| Statement of responsibility, etc |
Jean-Philippe Bouchaud and Marc Potters. |
| 250 ## - EDITION STATEMENT |
|---|
| Edition statement |
2nd ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Cambridge : |
| Name of publisher, distributor, etc |
Cambridge University Press, |
| Date of publication, distribution, etc |
2003. |
| 264 #1 - PUBLISHER--PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Cambridge : |
| Name of publisher, distributor, etc |
Cambridge University Press, |
| Date of publication, distribution, etc |
2003. |
| 265 ## - SOURCE FOR ACQUISITION/SUBSCRIPTION ADDRESS |
|---|
| Source for acquisition/subscription address |
MegaTexts |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xx, 379 p. : |
| Other physical details |
ill. ; |
| Dimensions |
25 cm. |
| 336 ## - rdacontent |
|---|
| Content type term (R) |
text |
| Source |
rdacontent |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
volume |
| Source |
rdacarrier |
| 500 ## - GENERAL NOTE |
|---|
| General note |
Rev ed of: Theory of financial risk. 2000. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
Summarizing market data developments, some inspired by statistical physics, this book explains how to better predict the actual behavior of financial markets with respect to asset allocation, derivative pricing and hedging, and risk control. Risk control and derivative pricing are major concerns to financial institutions. The need for adequate statistical tools to measure and anticipate amplitude of potential moves of financial markets is clearly expressed, in particular for derivative markets. Classical theories, however, are based on assumptions leading to systematic (sometimes dramatic) underestimation of risks. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Finance. |
| Source of heading or term |
sears |
| 9 (RLIN) |
21987 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Financial engineering. |
| Source of heading or term |
sears |
| 9 (RLIN) |
21995 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Risk assessment. |
| Source of heading or term |
sears |
| 9 (RLIN) |
21996 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Risk management. |
| Source of heading or term |
sears |
| 9 (RLIN) |
21582 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Potters, Marc, |
| Dates associated with a name |
1962- |
| Title of a work |
Theory of financial risks. |
| 9 (RLIN) |
21997 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Library of Congress Classification |
| Item type |
Graduate Studies |
| 984 ## - WLN AUTOMATIC HOLDINGS STATEMENT (OCLC) |
|---|
| Holding library identification number |
044428 |
| Physical description codes |
lpg |
