Risk & Derivatives. (Record no. 36022)
[ view plain ]
000 -LEADER | |
---|---|
fixed length control field | 02425n a2200445#a 4500 |
001 - CONTROL NUMBER | |
control field | 37245 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | P5A |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20221213140554.0 |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
fixed length control field | cr cuuuuuauuuu |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 170106s2016 bl por d |
035 ## - SYSTEM CONTROL NUMBER | |
System control number | ocm51338542 |
040 ## - CATALOGING SOURCE | |
Original cataloging agency | P5A |
Transcribing agency | P5A |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | cs |
090 ## - IMPA CODE FOR CLASSIFICATION SHELVES | |
IMPA CODE FOR CLASSIFICATION SHELVES | Congressos e Seminários. |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Avellaneda, Marco, |
Dates associated with a name | 1955- |
Affiliation | (New York University, USA) |
9 (RLIN) | 14193 |
245 10 - TITLE STATEMENT | |
Title | Risk & Derivatives. |
246 11 - VARYING FORM OF TITLE | |
Title proper/short title | Special Techniques for Special Events (part Ia)/ |
Miscellaneous information | Bruno Dupire. |
246 11 - VARYING FORM OF TITLE | |
Title proper/short title | Trading VIX Derivatives (part Ib)/ |
Miscellaneous information | Marco Avellaneda. |
246 11 - VARYING FORM OF TITLE | |
Title proper/short title | Macroeconomic modelling with heterogeneous agents: the master equation approach (part IIa)/ |
Miscellaneous information | Matheus Grasselli. |
246 11 - VARYING FORM OF TITLE | |
Title proper/short title | Bounds for VIX Futures given S&P 500 smiles (part IIb)/ |
Miscellaneous information | Julien Guyon. |
246 11 - VARYING FORM OF TITLE | |
Title proper/short title | Functional Itô Calculus, Path-Dependence and the Computational of Greeks (part IIIa)/ |
Miscellaneous information | Yuri Saporito. |
246 11 - VARYING FORM OF TITLE | |
Title proper/short title | Multivariate Collective Risk Model: Dependent Claim Numbers and Panjer's Recursion (part IIIb)/ |
Miscellaneous information | Uwe Schmock. |
246 11 - VARYING FORM OF TITLE | |
Title proper/short title | Bayesian modelling and allocation of insurance risks (part IIIc)/ |
Miscellaneous information | Rodrigo Targino. |
260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
Place of publication, distribution, etc. | Rio de Janeiro: |
Name of publisher, distributor, etc. | IMPA, |
Date of publication, distribution, etc. | 2016. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | video online |
500 ## - GENERAL NOTE | |
General note | Short Course (parts I, II & III) - 7 Talks (Ia, Ib, IIa, IIb, IIIa, IIIb, IIIc) |
650 04 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Matematica. |
Source of heading or term | larpcal |
9 (RLIN) | 19899 |
697 ## - LOCAL SUBJECT | |
Local Subject | Congressos e Seminários. |
Linkage | 23755 |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Dupire, Bruno |
Affiliation | (Bloomberg, USA) |
9 (RLIN) | 7418 |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Grasselli, Matheus |
Affiliation | (Univ. Padova, Italy, & De Vinci Research Center, France) |
9 (RLIN) | 7430 |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Guyon, Julien |
Affiliation | (Bloomberg, USA) |
9 (RLIN) | 8521 |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Saporito, Yuri |
Affiliation | (FGV, Brazil) |
9 (RLIN) | 8522 |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Schmock, Uwe |
Affiliation | (TU Wien, Austria) |
9 (RLIN) | 7426 |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Targino, Rodrigo |
Affiliation | (FGV, Brazil) |
9 (RLIN) | 8523 |
711 2# - ADDED ENTRY--MEETING NAME | |
Meeting name or jurisdiction name as entry element | Research in Options 2016 |
Date of meeting or treaty signing | (2016: |
Location of meeting | IMPA, Rio de Janeiro, Brazil) |
9 (RLIN) | 8503 |
856 4# - ELECTRONIC LOCATION AND ACCESS | |
Public note | VIDEO PART I |
Uniform Resource Identifier | <a href="https://www.youtube.com/watch?v=HqJidrptw9g&index=9&list=PLo4jXE-LdDTRi1vo1WVI7DLZ0ZQ7yhCLV">https://www.youtube.com/watch?v=HqJidrptw9g&index=9&list=PLo4jXE-LdDTRi1vo1WVI7DLZ0ZQ7yhCLV</a> |
856 4# - ELECTRONIC LOCATION AND ACCESS | |
Public note | VIDEO PART II |
Uniform Resource Identifier | <a href="https://www.youtube.com/watch?v=fvaaKuZcM7s&index=10&list=PLo4jXE-LdDTRi1vo1WVI7DLZ0ZQ7yhCLV">https://www.youtube.com/watch?v=fvaaKuZcM7s&index=10&list=PLo4jXE-LdDTRi1vo1WVI7DLZ0ZQ7yhCLV</a> |
856 4# - ELECTRONIC LOCATION AND ACCESS | |
Public note | VIDEO PART III |
Uniform Resource Identifier | <a href="https://www.youtube.com/watch?v=toqA3_v8Kfs&index=15&list=PLo4jXE-LdDTRi1vo1WVI7DLZ0ZQ7yhCLV">https://www.youtube.com/watch?v=toqA3_v8Kfs&index=15&list=PLo4jXE-LdDTRi1vo1WVI7DLZ0ZQ7yhCLV</a> |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Source of classification or shelving scheme | Dewey Decimal Classification |
Koha item type | Books |
No items available.