MARC details
| 000 -LEADER |
|---|
| fixed length control field |
04415aam a22007691i 4500 |
| 001 - CONTROL NUMBER |
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| control field |
021333248 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
UkOxU |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20200423202148.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
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| fixed length control field |
m || d | |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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| fixed length control field |
cr ||||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
170810s2017 gw a o 000 0 eng d |
| 015 ## - NATIONAL BIBLIOGRAPHY NUMBER |
|---|
| National bibliography number |
GBB8K0064 |
| Source |
bnb |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9783662544860 |
| Qualifying information |
(electronic bk.) |
|
|---|
| International Standard Book Number |
3662544865 |
| Qualifying information |
(electronic bk.) |
|
|---|
| Canceled/invalid ISBN |
9783662544853 |
| Qualifying information |
(print) |
|
|---|
| Canceled/invalid ISBN |
3662544857 |
| 024 7# - OTHER STANDARD IDENTIFIER |
|---|
| Standard number or code |
10.1007/978-3-662-54486-0 |
| Source of number or code |
doi |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(Uk)019100276 |
| 037 ## - SOURCE OF ACQUISITION |
|---|
| Stock number |
com.springer.onix.9783662544860 |
| Source of stock number/acquisition |
Springer Nature |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
GW5XE |
| Language of cataloging |
eng |
| Description conventions |
rda |
| -- |
pn |
| Transcribing agency |
GW5XE |
| Modifying agency |
YDX |
| -- |
OCLCF |
| -- |
UAB |
| -- |
AZU |
| -- |
UPM |
| -- |
MERER |
| -- |
FIE |
| -- |
OCLCQ |
| -- |
ESU |
| -- |
IOG |
| -- |
COO |
| -- |
JG0 |
| -- |
U3W |
| -- |
CAUOI |
| -- |
OCLCQ |
| -- |
KSU |
| -- |
VT2 |
| -- |
AU@ |
| -- |
Uk |
| 042 ## - AUTHENTICATION CODE |
|---|
| Authentication code |
ukblsr |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG106 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.01/5118 |
| Edition number |
23 |
| 245 00 - TITLE STATEMENT |
|---|
| Title |
Applied quantitative finance / |
| Statement of responsibility, etc. |
Wolfgang Karl Härdle, Cathy Yi-Hsuan Chen, Ludger Overbeck, editors. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Berlin, Germany : |
| Name of producer, publisher, distributor, manufacturer |
Springer, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2017. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
1 online resource (x, 372 pages) : |
| Other physical details |
illustrations (some color). |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
computer |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
online resource |
| Source |
rdacarrier |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
Statistics and computing, |
| International Standard Serial Number |
1431-8784 |
| 500 ## - GENERAL NOTE |
|---|
| General note |
Academic |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Part I Market Risk: VaR in High-Dimensional Systems -- Multivariate Volatility Models -- Portfolio Selection with Spectral Risk Measures -- Implementation of Local Stochastic Volatility Model -- Part II Credit Risk: Estimating DTD via Sequential Monte Carlo.- Risk Measurement with Spectral Capital Allocation.- Market Based Credit Rating and its Applications.- Using Public Information to Predict Corporate Default Risk.- Stress Testing in Credit Portfolio Models.- Penalized Independent Factor.- Term Structure of Loss Cascades in Portfolio Securitisation.- Credit Rating Score Analysis -- Part III Dynamics Risk Measurement: Copulae in High Dimensions -- An Introduction.- Measuring and Modeling Risk Using High-Frequency Data.- Measuring Financial Risk in Energy Markets.- Risk Analysis of Cryptocurrency as an Alternative Asset Class.- Time Varying Quantile Lasso.- Dynamic Topic Modelling for Cryptocurrency Community Forums. |
| 506 1# - RESTRICTIONS ON ACCESS NOTE |
|---|
| Terms governing access |
Legal Deposit; |
| Physical access provisions |
Only available on premises controlled by the deposit library and to one user at any one time; |
| Authorization |
The Legal Deposit Libraries (Non-Print Works) Regulations (UK). |
| Institution to which field applies |
UkOxU |
| 540 ## - TERMS GOVERNING USE AND REPRODUCTION NOTE |
|---|
| Terms governing use and reproduction |
Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force. |
| Institution to which field applies |
UkOxU |
| 546 ## - LANGUAGE NOTE |
|---|
| Хэл |
English |
| 588 0# - SOURCE OF DESCRIPTION NOTE |
|---|
| Source of description note |
Online resource; title from PDF title page (SpringerLink, viewed August 10, 2017). |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Statistics. |
| 9 (RLIN) |
38058 |
|
|---|
| Topical term or geographic name entry element |
Finance |
| General subdivision |
Mathematical models. |
| 9 (RLIN) |
38059 |
|
|---|
| Topical term or geographic name entry element |
Risk |
| General subdivision |
Mathematical models. |
| 9 (RLIN) |
38060 |
|
|---|
| Topical term or geographic name entry element |
Finance |
| General subdivision |
Mathematical models. |
| Source of heading or term |
fast |
| Authority record control number or standard number |
(OCoLC)fst00924398 |
| 9 (RLIN) |
38059 |
|
|---|
| Topical term or geographic name entry element |
Risk |
| General subdivision |
Mathematical models. |
| Source of heading or term |
fast |
| Authority record control number or standard number |
(OCoLC)fst01098126 |
| 9 (RLIN) |
38060 |
|
|---|
| Topical term or geographic name entry element |
Statistics. |
| 9 (RLIN) |
38058 |
|
|---|
| Topical term or geographic name entry element |
Statistics for Business/Economics/Mathematical Finance/Insurance. |
| 9 (RLIN) |
38061 |
|
|---|
| Topical term or geographic name entry element |
Quantitative Finance. |
| 9 (RLIN) |
37954 |
|
|---|
| Topical term or geographic name entry element |
Risk Management. |
| 9 (RLIN) |
38062 |
|
|---|
| Topical term or geographic name entry element |
Business Finance. |
| 9 (RLIN) |
38063 |
|
|---|
| Topical term or geographic name entry element |
Mathematics |
| General subdivision |
Applied. |
| Source of heading or term |
bisacsh |
| 9 (RLIN) |
38064 |
|
|---|
| Topical term or geographic name entry element |
Business & Economics |
| General subdivision |
Insurance |
| -- |
Risk Assessment & Management. |
| Source of heading or term |
bisacsh |
| 9 (RLIN) |
38065 |
|
|---|
| Topical term or geographic name entry element |
Business & Economics |
| General subdivision |
Corporate Finance. |
| Source of heading or term |
bisacsh |
| 9 (RLIN) |
38066 |
|
|---|
| Topical term or geographic name entry element |
Finance & accounting. |
| Source of heading or term |
bicssc |
| 9 (RLIN) |
38067 |
|
|---|
| Topical term or geographic name entry element |
Management & management techniques. |
| Source of heading or term |
bicssc |
| 9 (RLIN) |
38068 |
|
|---|
| Topical term or geographic name entry element |
Corporate finance. |
| Source of heading or term |
bicssc |
| 9 (RLIN) |
38069 |
|
|---|
| Topical term or geographic name entry element |
Finance. |
| 9 (RLIN) |
38070 |
|
|---|
| Topical term or geographic name entry element |
Risk management. |
| 9 (RLIN) |
38071 |
|
|---|
| Topical term or geographic name entry element |
Business & Economics |
| General subdivision |
Statistics. |
| Source of heading or term |
bisacsh |
| 9 (RLIN) |
38072 |
|
|---|
| Topical term or geographic name entry element |
Probability & statistics. |
| Source of heading or term |
bicssc |
| 9 (RLIN) |
38073 |
| 655 #4 - INDEX TERM--GENRE/FORM |
|---|
| Genre/form data or focus term |
Electronic books. |
| 9 (RLIN) |
38074 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Härdle, Wolfgang, |
| Relator term |
editor. |
| 9 (RLIN) |
38075 |
|
|---|
| Personal name |
Chen, Cathy Yi-Hsuan, |
| Relator term |
editor. |
| 9 (RLIN) |
38076 |
|
|---|
| Personal name |
Overbeck, Ludger, |
| Relator term |
editor. |
| 9 (RLIN) |
38077 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Statistics and computing. |
| International Standard Serial Number |
1431-8784 |
| 9 (RLIN) |
38078 |
| 856 ## - Цахимаар унших |
|---|
| Цахимаар унших |
<a href="http://online.fliphtml5.com/lluzx/waau/">http://online.fliphtml5.com/lluzx/waau/</a> |
| Public note |
Цахимаар унших |
| 884 ## - DESCRIPTION CONVERSION INFORMATION |
|---|
| Conversion process |
LDL ebooks ONIX to marcxml transformation using Record_Load-eBooks_Legal_Deposit_onix2marc_v2-1.xsl |
| Conversion date |
20181024 |
| Identifier of source metadata |
com.springer.onix.9783662544860 |
| Conversion agency |
Uk |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Цахим ном |