| 000 -LEADER |
|---|
| fixed length control field |
01915cam a2200409 a 4500 |
| 001 - CONTROL NUMBER |
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| control field |
10582683 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
USPCAS-E |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20180118181418.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
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| fixed length control field |
m u |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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| fixed length control field |
cr cn||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
120823s2013 njua sb 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| Canceled/invalid LC control number |
2012031825 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| Canceled/invalid ISBN |
9781118487716 (cloth) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| Canceled/invalid ISBN |
9781118355114 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| Canceled/invalid ISBN |
9781118583586 (e-book) |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(CaPaEBR)ebr10682382 |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(NNC)10582683 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
CaPaEBR |
| Transcribing agency |
CaPaEBR |
| 050 14 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG6024.A3 |
| Item number |
M3774 2013eb |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.6457 |
| Edition number |
23 |
| Author Mark |
MAS-F 2013 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Mastro, Michael A., |
| Dates associated with a name |
1975- |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Financial derivative and energy market valuation |
| Medium |
[electronic resource] : |
| Remainder of title |
theory and implementation in MATLAB / |
| Statement of responsibility, etc. |
Michael Mastro. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Place of publication, distribution, etc. |
Hoboken, N.J. : |
| Name of publisher, distributor, etc. |
Wiey, |
| Date of publication, distribution, etc. |
2013. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
viii, 649 p. : |
| Other physical details |
ill. |
| 502 ## - DISSERTATION NOTE |
|---|
| Dissertation note |
. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Financial models -- Jump models -- Options -- Binomial trees -- Trinomial trees -- Finite difference methods -- Kalman filter -- Futures and forwards -- Non-linear and non-Gaussian Kalman filter -- Short term deviation/long term equilibrium model -- Futures and forwards options -- Fourier transform -- Fundamentals of characteristic functions -- Application of characteristic functions -- Levy processes -- Fourier based option analysis -- Fundamentals of stochastic finance -- Affine jump-diffusion processes. |
| 533 ## - REPRODUCTION NOTE |
|---|
| Type of reproduction |
Electronic reproduction. |
| Place of reproduction |
Palo Alto, Calif. : |
| Agency responsible for reproduction |
ebrary, |
| Date of reproduction |
2013. |
| Note about reproduction |
Available via World Wide Web. |
| -- |
Access may be limited to ebrary affiliated libraries. |
| 630 00 - SUBJECT ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
MATLAB. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Derivative securities. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Energy derivatives. |
| 655 #7 - INDEX TERM--GENRE/FORM |
|---|
| Genre/form data or focus term |
Electronic books. |
| Source of term |
local |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
|---|
| Corporate name or jurisdiction name as entry element |
ebrary, Inc. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
<a href="http://www.columbia.edu/cgi-bin/cul/resolve?clio10582683">http://www.columbia.edu/cgi-bin/cul/resolve?clio10582683</a> |
| Public note |
Click here for full text. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Koha item type |
Book |
