Computational Finance (Record no. 8468)

MARC details
000 -LEADER
fixed length control field 01211nam a2200121Ia 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 220615s9999||||xx |||||||||||||| ||und||
245 #0 - TITLE STATEMENT
Title Computational Finance
546 ## - LANGUAGE NOTE
Language note English[eng]
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element insurance||Solvency II||risk-neutral models||computational finance||asset pricing models||overnight price gaps||financial econometrics||mean-reversion||statistical arbitrage||high-frequency data||jump-diffusion model||instantaneous volatility||directional-change||seasonality||forex||bitcoin||S&amp||P500||risk management||drawdown||safe assets||securitisation||dealer behaviour||liquidity||bid–ask spread||least-squares Monte Carlo||put-call symmetry||regression||simulation||algorithmic trading||market quality||defined contribution plan||probability of shortfall||quadratic shortfall||dynamic asset allocation||resampled backtests||stochastic covariance||4/2 model||option pricing||risk measures||American options||exercise boundary||Monte Carlo||multiple exercise options||dynamic programming||stochastic optimal control||asset pricing||calibration||derivatives||hedging||multivariate models||volatility
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Stentoft, Lars
856 ## - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://mdpi.com/books/pdfview/book/2890">https://mdpi.com/books/pdfview/book/2890</a>
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type E-Books
Holdings
Withdrawn status Lost status Damaged status Not for loan Home library Current library Date acquired Total Checkouts Date last seen Price effective from Koha item type
        Kerala University of Digital Sciences, Innovation and Technology Knowledge Centre Kerala University of Digital Sciences, Innovation and Technology Knowledge Centre 15/06/2022   15/06/2022 15/06/2022 E-Books