Monte Carlo simulation with applications to finance / (Record no. 44316)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02606cam a2200313 a 4500 |
| 001 - CONTROL NUMBER | |
| control field | 17325424 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | IN-NdSAU |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20200918154846.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 120531s2012 flua b 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| LC control number | 2012016086 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781439858240 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | DLC |
| Transcribing agency | DLC |
| Modifying agency | IN-NdSAU |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | pcc |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG106 |
| Item number | .W35 2012 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.01518282 |
| Edition number | 23 |
| Item number | W2464m |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Wang, Hui, |
| Dates associated with a name | 1976- |
| 9 (RLIN) | 17487 |
| 245 10 - TITLE STATEMENT | |
| Title | Monte Carlo simulation with applications to finance / |
| Statement of responsibility, etc | Hui Wang. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | Boca Raton : |
| Name of publisher, distributor, etc | CRC Press, |
| Date of publication, distribution, etc | 2012. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 282 p. : |
| Other physical details | ill. ; |
| Dimensions | 25 cm. |
| 490 0# - SERIES STATEMENT | |
| Series statement | Chapman & Hall/CRC financial mathematics series |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references (p. [277]-279) and index. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | "Preface This book can serve as the text for a one-semester course on Monte Carlo simulation. The intended audience is advanced undergraduate students or students on master's programs who wish to learn the basics of this exciting topic and its applications to finance. The book is largely self-contained. The only prerequisite is some experience with probability and statistics. Prior knowledge on option pricing is helpful but not essential. As in any study of Monte Carlo simulation, coding is an integral part and cannot be ignored. The book contains a large number of MATLAB coding exercises. They are designed in a progressive manner so that no prior experience with MATLAB is required. Much of the mathematics in the book is informal. For example, randomvariables are simply defined to be functions on the sample space, even though they should be measurable with respect to appropriate algebras; exchanging the order of integrations is carried out liberally, even though it should be justified by the Tonelli-Fubini Theorem. The motivation for doing so is to avoid the technical measure theoretic jargon, which is of little concern in practice and does not help much to further the understanding of the topic. The book is an extension of the lecture notes that I have developed for an undergraduate course on Monte Carlo simulation at Brown University. I would like to thank the students who have taken the course, as well as the Division of Applied Mathematics at Brown, for their support. Hui Wang Providence, Rhode Island January, 2012"-- |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance |
| General subdivision | Mathematical methods. |
| 9 (RLIN) | 17488 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Monte Carlo method. |
| 9 (RLIN) | 17489 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | BUSINESS & ECONOMICS / Finance. |
| Source of heading or term | bisacsh |
| 9 (RLIN) | 17490 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | MATHEMATICS / General. |
| Source of heading or term | bisacsh |
| 9 (RLIN) | 17491 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | MATHEMATICS / Probability & Statistics / General. |
| Source of heading or term | bisacsh |
| 9 (RLIN) | 17492 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | |
| Koha item type | Books |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Permanent Location | Current Location | Shelving location | Date acquired | Source of acquisition | Total Checkouts | Full call number | Barcode | Date last seen | Date checked out | Cost, replacement price | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Prof. G. K. Chadha Library | Prof. G. K. Chadha Library | General Stacks | 2012-12-13 | Total Books | 3 | 332.01518282 W2464m | BK00006054 | 2018-07-23 | 2014-07-22 | 4420.00 | 2012-12-13 | Books |