MARC details
| 000 -LEADER |
|---|
| fixed length control field |
02226cam a22003138a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20250918151425.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
120323s2011 nju b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780470683071 (hbk.) |
| Terms of availability |
RM356.50 |
| 039 #9 - LEVEL OF BIBLIOGRAPHIC CONTROL AND CODING DETAIL [OBSOLETE] |
|---|
| Level of rules in bibliographic description |
201206131239 |
| Level of effort used to assign nonsubject heading access points |
zaina |
| Level of effort used to assign subject headings |
201204231757 |
| Level of effort used to assign classification |
sanusi |
| y |
03-23-2012 |
| z |
latihan |
| 040 ## - CATALOGING SOURCE |
|---|
| Modifying agency |
UKM |
| 090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN) |
|---|
| Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) |
HG106 |
| Local cutter number (OCLC) ; Book number/undivided call number, CALL (RLIN) |
.D946 |
| 245 00 - TITLE STATEMENT |
|---|
| Title |
Dynamic copula methods in finance / |
| Statement of responsibility, etc. |
Umberto Cherubini... [et al.]. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Place of publication, distribution, etc. |
Hoboken, NJ : |
| Name of publisher, distributor, etc. |
Wiley, |
| Date of publication, distribution, etc. |
2011. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
x, 274 p. : |
| Other physical details |
ill. ; |
| Dimensions |
25 cm. |
| 490 0# - SERIES STATEMENT |
|---|
| Series statement |
The wiley finance series |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references and index. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
'The latest tools and techniques for pricing and risk management. This book introduces readers to the use of copula functions to represent the dynamics of financial assets and risk factors, integrated temporal and cross-section applications. The first part of the book will briefly introduce the standard the theory of copula functions, before examining the link between copulas and Markov processes. It will then introduce new techniques to design Markov processes that are suited to represent the dynamics of market risk factors and their co-movement, providing techniques to both estimate and simulate such dynamics. The second part of the book will show readers how to apply these methods to the evaluation of pricing of multivariate derivative contracts in the equity and credit markets. It will then move on to explore the applications of joint temporal and cross-section aggregation to the problem of risk integration.'-- |
| Assigning source |
Provided by publisher. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
'This book will introduce readers to the use of copula functions to represent the dynamics of financial assets and risk factors, integrated temporal and cross-section applications'-- |
| Assigning source |
Provided by publisher. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Finance |
| General subdivision |
Mathematical models. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Cherubini, Umberto |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Cover image |
| Uniform Resource Identifier |
<a href="http://catalogimages.wiley.com/images/db/jimages/9780470683071.jpg">http://catalogimages.wiley.com/images/db/jimages/9780470683071.jpg</a> |
| 907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) |
|---|
| a |
.b1528816x |
| b |
2021-05-28 |
| c |
2019-11-12 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
AM |
| Suppress in OPAC |
No |
| Call number prefix |
HG106 .D946 |
| 914 ## - VTLS Number |
|---|
| VTLS Number |
vtls003492648 |
| 990 ## - EQUIVALENCES OR CROSS-REFERENCES [LOCAL, CANADA] |
|---|
| Link information for 9XX fields |
zsz |
| 991 ## - LOCAL NOTE (NAMA FAKULTI/INSTITUT/PUSAT) |
|---|
| a |
Fakulti Ekonomi dan Pengurusan |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) |
|---|
| Library |
PERPUSTAKAAN TUN SERI LANANG |
| Operator's initials, OID (RLIN) |
2012-10-03 |
| Cataloger's initials, CIN (RLIN) |
m |
| Material Type (Sierra) |
Printed Books |
| Language |
English |
| Country |
|
| -- |
0 |
| -- |
.b1528816x |
