Applied quantitative finance / (Record no. 198325)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 02016nmm a22003257a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | SPU |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20210708215455.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 200717b2017 gw |||||o|||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783662544860 (E-book) |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | SPU |
| Transcribing agency | SPU |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG 106 |
| Item number | A66 2017 |
| 245 00 - TITLE STATEMENT | |
| Title | Applied quantitative finance / |
| Statement of responsibility, etc. | Wolfgang Karl Hardle, Cathy Yi-Hsuan Chen, Ludger Overbeck, editors |
| Medium | [electronic resource] |
| 250 ## - EDITION STATEMENT | |
| Edition statement | Third edition |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Berlin, Germany : |
| Name of publisher, distributor, etc. | Springer, |
| Date of publication, distribution, etc. | 2017 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (x, 372 pages) : |
| Other physical details | illustrations |
| 449 ## - DEPARTMENT (SPU) | |
| Department name | บางเขน. คณะบริหารธุรกิจ. การเงินและการธนาคาร |
| 490 1# - SERIES STATEMENT | |
| Series statement | Statistics and computing, |
| International Standard Serial Number | 1431-8784 |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Market Risk -- VaR in high dimensional systems - A conditional correlation approach -- Multivariate volatility models -- Portfolio selection with spectral risk measures -- Implementation of local stochastic volatility model in FX derivatives -- Credit risk -- Estimating distance-to-default with a sector-specific liability adjustment via sequential monte carlo -- Risk measurement with spectral capital allocation -- Market based credit rating and its applications -- Using public information to predict corporate<br/>default risk -- Stress testing in credit portfolio models -- Penalized independent factor -- Term structure of loss cascades in securitisation -- Credit rating score analysis -- Dynamics risk measurement -- Copulae in high dimensions : An introduction |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | FINANCE |
| General subdivision | MATHEMATICAL MODELS |
| 9 (RLIN) | 54763 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | RISK ASSESSMENT |
| General subdivision | MATHEMATICAL MODELS |
| 9 (RLIN) | 52091 |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Haardle, Wolfgang, |
| Relator term | editor |
| 9 (RLIN) | 237950 |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Chen, Cathy Yi-Hsuan, |
| Relator term | editor |
| 9 (RLIN) | 238079 |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Overbeck, Ludger, |
| Relator term | editor |
| 9 (RLIN) | 238080 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Statistics and computing. |
| Authority record control number or standard number | http://id.loc.gov/authorities/names/n93102484 |
| International Standard Serial Number | 1431-8784 |
| 850 ## - HOLDING INSTITUTION | |
| Holding institution | SPU |
| 856 ## - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://drive.google.com/file/d/11Z7MUqtPN9tG-axHxYvj02EuNvyiFFjz/view?usp=sharing">https://drive.google.com/file/d/11Z7MUqtPN9tG-axHxYvj02EuNvyiFFjz/view?usp=sharing</a> |
| Link text | View Full-text |
| 910 ## - ACQUISITION INFORMATION (SPU) | |
| Purchaser | Library |
| Publisher | Springer |
| Accession date | 170720 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Library of Congress Classification |
| Koha item type | E-Book |
| 998 ## - STAFF NAME (SPU) | |
| ผู้ลงรายการ | niparat 0720 |
| ผู้วิเคราะห์รายการ | niparat 0720 |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Available | Electronic Resources | SPU Library, Bangkok (Main Campus) | SPU Library, Bangkok (Main Campus) | On Display | 17/07/2020 | HG 106 A66 2017 | 9783662544860 | 17/07/2020 | 17/07/2020 | E-Book |