State-Space Approaches for Modelling and Control in Financial Engineering (Record no. 11770)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 05310nam a22006015i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-3-319-52866-3 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20211210093138.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 170405s2017 gw | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783319528663 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | AIKTC-KRRC |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | ENG |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | UYQ |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | TEC009000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | UYQ |
| Source | thema |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 006.3 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Rigatos, Gerasimos G. |
| Relator term | author. |
| Relator code | aut |
| -- | http://id.loc.gov/vocabulary/relators/aut |
| 245 10 - TITLE STATEMENT | |
| Title | State-Space Approaches for Modelling and Control in Financial Engineering |
| Medium | [electronic resource] : |
| Remainder of title | Systems theory and machine learning methods / |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1st ed. 2017. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Cham : |
| Name of producer, publisher, distributor, manufacturer | Springer International Publishing : |
| -- | Imprint: Springer, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2017. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | XXVIII, 310 p. 114 illus., 88 illus. in color. |
| Other physical details | | Binding - Card Paper | |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Media type code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Carrier type code | cr |
| Source | rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS | |
| File type | text file |
| Encoding format | |
| Source | rda |
| 490 1# - SERIES STATEMENT | |
| Series statement | Intelligent Systems Reference Library, |
| International Standard Serial Number | 1868-4394 ; |
| Volume/sequential designation | 125 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | The book conclusively solves problems associated with the control and estimation of nonlinear and chaotic dynamics in financial systems when these are described in the form of nonlinear ordinary differential equations. It then addresses problems associated with the control and estimation of financial systems governed by partial differential equations (e.g. the Black–Scholes partial differential equation (PDE) and its variants). Lastly it an offers optimal solution to the problem of statistical validation of computational models and tools used to support financial engineers in decision making. The application of state-space models in financial engineering means that the heuristics and empirical methods currently in use in decision-making procedures for finance can be eliminated. It also allows methods of fault-free performance and optimality in the management of assets and capitals and methods assuring stability in the functioning of financial systems to be established. Covering the following key areas of financial engineering: (i) control and stabilization of financial systems dynamics, (ii) state estimation and forecasting, and (iii) statistical validation of decision-making tools, the book can be used for teaching undergraduate or postgraduate courses in financial engineering. It is also a useful resource for the engineering and computer science community. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Mechanical Engineering |
| 9 (RLIN) | 4626 |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Risk Management, Complexity. |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Applications of Nonlinear Dynamics and Chaos Theory. |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Electronics and Microelectronics, Instrumentation. |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY | |
| Title | Springer Nature eBook |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9783319528656 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9783319528670 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9783319850047 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Intelligent Systems Reference Library, |
| International Standard Serial Number | 1868-4394 ; |
| Volume/sequential designation | 125 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://doi.org/10.1007/978-3-319-52866-3">https://doi.org/10.1007/978-3-319-52866-3</a> |
| Public note | Click here to access eBook in Springer Nature platform. (Within Campus only.) |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | eBooks |
| Source of classification or shelving scheme | Dewey Decimal Classification |
No items available.