Numerical probability : an introduction with applications to finance (Record no. 21388)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01174nam a22001817a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20220608141855.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 220608b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783319902746 (pbk) |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | UE-CL |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.2 |
| Item number | P147 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Pages, Gilles |
| 245 ## - TITLE STATEMENT | |
| Title | Numerical probability : an introduction with applications to finance |
| Statement of responsibility, etc | / Giles Pages |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | Switzerland : |
| Name of publisher, distributor, etc | Springer International Publication, |
| Date of publication, distribution, etc | 2018 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 579 p. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematics--Probabilities--Finance--Mathematical models--Statistics--Distribution (Probability theory) |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1. Simulation of random variables <br/>2. The Monte Carlo method and applications to option pricing <br/>3. Variance reduction <br/>4. The Quasi-Monte Carlo method <br/>5. Optimal quantization methods 1 : Cubatures<br/>6. Stochastic approximation with applications to finance <br/>7. Discretization scheme(s) of a Brownian diffusion <br/>8. The diffusion bridge method: application to path dependent options (II)<br/>9. Biased Monte carlo simulation, multilevel paradigm <br/>10. Back to sensitivity computation <br/>11. Optimal stopping, multi-asset American/Bermudan options <br/>12. Miscellany <br/> |
| Withdrawn status | Damaged status | Not for loan | Home library | Current library | Date acquired | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|
| UE-Central Library | UE-Central Library | 08.06.2022 | 519.2 P147 | T16235 | 08.06.2022 | 08.06.2022 | Books | |||
| UE-Central Library | UE-Central Library | 08.06.2022 | 519.2 P147 | T16236 | 08.06.2022 | 08.06.2022 | Books | |||
| UE-Central Library | UE-Central Library | 08.06.2022 | 519.2 P147 | T16237 | 08.06.2022 | 08.06.2022 | Books |
