| 000 | 01406nam a2200265Ia 4500 | ||
|---|---|---|---|
| 001 | 176633 | ||
| 003 | 0000000000 | ||
| 005 | 20211104031332.0 | ||
| 008 | 110909s2010 nju be 001 0 eng | ||
| 020 | _a9780470057568 (hb.) | ||
| 035 | _a(AEA)93ACD816DB3B4DD8A017D27667E5D67D | ||
| 050 |
_aHG 106 _b.En19 2010 |
||
| 245 | 0 |
_aEncyclopedia of quantitative finance / _ceditor-in-chief, Rama Cont. |
|
| 260 |
_aChichester, England : _bWiley, _cc2010. |
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| 300 |
_a4 v. (xlv, 2037 p.) : _bill. _c26 cm. |
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| 505 | _aV. 1. A-D -- v. 2. E-J -- v. -- 3. K-Q -- v. 4. R-XYZ and index. | ||
| 520 | _aThis reference material covers: 1) quantitative modelling in finance 2)comprehensive reviews of various aspects of risk management 3) up-to-date surveys of the state of the art in computational finance (Monte Carlo simulation, partial differential equations (PDEs) Fourier transform methods, model calibration) 4) various types of financial derivatives and 5) pedagogical surveys of econometric methods and models used in finance. | ||
| 650 |
_aFinance _921987 |
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| 700 |
_aCont, Rama. _9108378 |
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| 942 | _cREF | ||
| 999 |
_c75575 _d75575 |
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