MARC details
| 000 -LEADER |
|---|
| fixed length control field |
03329cam a2200361 i 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20210224073516.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
190501t20182018njua b 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2018459327 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781118014776 |
| Qualifying information |
hardcover |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
1118014774 |
| Qualifying information |
hardcover |
| 040 ## - CATALOGING SOURCE |
|---|
| Transcribing agency |
BTCTA |
| Description conventions |
rda |
| 041 ## - LANGUAGE CODE |
|---|
| Language code of text/sound track or separate title |
eng |
| 042 ## - AUTHENTICATION CODE |
|---|
| Authentication code |
lccopycat |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG173 |
| Item number |
B73 2018 |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Brandimarte, Paolo |
| Relator term |
author |
| 9 (RLIN) |
4309 |
| 245 13 - TITLE STATEMENT |
|---|
| Title |
An introduction to financial markets : |
| Remainder of title |
a quantitative approach / |
| Statement of responsibility, etc. |
Paolo Brandimarte. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Place of publication, distribution, etc. |
Hoboken, NJ : |
| Name of publisher, distributor, etc. |
John Wiley & Sons, |
| Date of publication, distribution, etc. |
2018. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xix, 758 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
26 cm |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
unmediated |
| Media type code |
n |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
volume |
| Carrier type code |
nc |
| Source |
rdacarrier |
| 500 ## - GENERAL NOTE |
|---|
| General note |
"This book arises from slides and lecture notes that I have used ... in my courses "Financial markets and instruments" and "Financial engineering"..."--Page xv. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Part I Overview Financial Markets: Functions, Institutions, and Traded Assets Basic Problems in Quantitative Finance -- Part II Fixed-income assets Elementary Theory of Interest Rates Forward Rate Agreements, Interest Rate Futures, and Vanilla Swaps Fixed-Income Markets Interest Rate Risk Management Part III Equity portfolios Decision-Making under Uncertainty: The Static Case Mean Variance Efficient Portfolios Factor Models Equilibrium Models: CAPM and APT -- Part IV Derivatives -- Modeling Dynamic Uncertainty Forward and Futures Contracts Option Pricing: Complete Markets Option Pricing: Incomplete Markets Part V Advanced optimization models Optimization Model Building Optimization Model Solving. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
"This comprehensive yet accessible book introduces students to financial markets and delves into more advanced material at a steady pace wile providing motivating examples, poignant remarks, counterexamples, ideological clashes, and intuitive traps throughout. Tempered by real-life cases and actual market structures, An Introduction to Financial Markets: A Quantitative Approach accentuates theory through quantitative modeling whenever and wherever necessary. It focuses on the lessons learned from timely subject matter such as the impact of the recent subprime mortgage storm, the collapse of LCTM, and the harsh criticism on risk management and innovative finance. The book also provides the necessary foundations in stochastic calculus and optimization, alongside financial modeling concepts that are illustrated with relevant and hands-on examples."--Back cover. |
| 541 ## - IMMEDIATE SOURCE OF ACQUISITION NOTE |
|---|
| Source of acquisition |
Fund 164 |
| Vendor |
Belview Co., Inc. |
| Method of acquisition |
Purchased |
| Date of acquisition |
04/25/2019 |
| Accession number |
76897 |
| Owner |
NEJ |
| Purchase price |
PHP 7,196.00 |
| PO No. |
2019-84-299 |
| ICS or PAR No. |
2019-1-0256 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Finance |
| General subdivision |
Mathematical models |
| 9 (RLIN) |
579 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Financial engineering |
| 9 (RLIN) |
4310 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Relationship information |
Online version: |
| Main entry heading |
Brandimarte, Paolo. |
| Title |
An Introduction to Financial Markets : A Quantitative Approach. |
| Place, publisher, and date of publication |
Newark : John Wiley & Sons, Incorporated, ©2017 |
| International Standard Book Number |
9781118594773 |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
|---|
| Electronic File |
<a href="https://books.google.com.ph/books?id=_2tODwAAQBAJ&printsec=frontcover&dq=An+introduction+to+financial+markets:+a+quantitative+approach&hl=en&sa=X&ved=2ahUKEwiZyJz4xIDvAhXOAYgKHT8HCgAQ6AEwAHoECAUQAg#v=onepage&q=An%20introduction%20to%20financial%20markets%3A%20a%20quantitative%20approach&f=false">https://books.google.com.ph/books?id=_2tODwAAQBAJ&printsec=frontcover&dq=An+introduction+to+financial+markets:+a+quantitative+approach&hl=en&sa=X&ved=2ahUKEwiZyJz4xIDvAhXOAYgKHT8HCgAQ6AEwAHoECAUQAg#v=onepage&q=An%20introduction%20to%20financial%20markets%3A%20a%20quantitative%20approach&f=false</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Library of Congress Classification |
| Koha item type |
Books |
