Goa University

Financial models with levy processes and volatility clustering (Record no. 115283)

MARC details
000 -LEADER
fixed length control field 00620 a2200205 4500
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780470482353(hb)
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.0415015192 RAC/Fin
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Rachev, Svetlozar T.
245 ## - TITLE STATEMENT
Title Financial models with levy processes and volatility clustering
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Hoboken, NJ:
Name of publisher, distributor, etc John Wiley and Sons;
Date of publication, distribution, etc 2011
300 ## - PHYSICAL DESCRIPTION
Extent xx, 394 p.
Dimensions 23 cm.
500 ## - GENERAL NOTE
General note Includes index.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Capital assets pricing model
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Levy processes
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Finance-mathematical models
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Probabilities
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Kim, Young S.
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Bianchi, Michele L.
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Fabozzi, Frank J.
952 ## - LOCATION AND ITEM INFORMATION (KOHA)
Koha normalized classification for sorting 332_041501519200000_RACFIN
Koha itemnumber 147116
Holdings
Withdrawn status Lost status Damaged status Not for loan Home library Current library Shelving location Date acquired Total Checkouts Full call number Barcode Date last seen Price effective from Koha item type
        Goa University Library Goa University Library General Stacks 08/26/2013   332.0415015192 RAC/Fin 145679 08/26/2013 08/26/2013 Books

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