Numerical methods in computational finance : (Record no. 89794)

000 -LEADER
fixed length control field 23851cam a2200565 i 4500
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20250924093839.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION
fixed length control field m o d
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr cnu---unuuu
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 250318b ||||| |||| 00| 0 eng d
015 ## - NATIONAL BIBLIOGRAPHY NUMBER
National bibliography number GBC255257
Source bnb
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781119719670
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781119719694
Qualifying information electronic book
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 1119719690
Qualifying information electronic book
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781119719731
Qualifying information electronic book
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 1119719739
Qualifying information electronic book
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781119719724
Qualifying information electronic book
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 1119719720
Qualifying information electronic book
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Cancelled/invalid ISBN 9781119719670
Qualifying information hardcover
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Cancelled/invalid ISBN 9781119603665
Qualifying information hardcover
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 1119719674
Qualifying information (hbk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781119719670
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Cancelled/invalid ISBN 1119603668
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)1268122641
Canceled/invalid control number (OCoLC)1304516798
037 ## - SOURCE OF ACQUISITION
Stock number 9781119719724
Source of stock number/acquisition Wiley
041 ## - LANGUAGE CODE
Language code of text/sound track or separate title eng.
042 ## - AUTHENTICATION CODE
Authentication code pcc
050 04 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG176.7
Item number .D846 2022
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 658.15
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Preferred name for the person Duffy, Daniel J.,
Authority record control number https://id.loc.gov/authorities/names/n2004002097
Relator term author.
245 10 - TITLE STATEMENT
Title Numerical methods in computational finance :
Remainder of title a partial differential equation (PDE/FDM) approach /
Statement of responsibility, etc Daniel J. Duffy.
264 #1 - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Chichester, West Sussex:
Name of publisher, distributor, etc John Wiley & Sons, Ltd,
Date of publication, distribution, etc 2022.
264 #4 - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Date of publication, distribution, etc ©2022.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource (xxiii, 520 pages) :
Other physical details illustrations.
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.
340 ## - PHYSICAL MEDIUM
Source rdacc
Authority record control number or standard number http://rdaregistry.info/termList/RDAColourContent/1003.
490 1# - SERIES STATEMENT
Series statement Wiley finance series.
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references and index.
520 ## - SUMMARY, ETC.
Summary, etc "Ordinary differential equations and partial differential equations form the basis for modelling many kinds of phenomena in areas such as science, engineering, computational finance and more generally, mathematical physics. There are currently no books on the market which can guide a reader with no prior knowledge of PDEs through the basics and onto advanced applications."--
Assigning source Provided by publisher.
545 0# - BIOGRAPHICAL OR HISTORICAL DATA
Biographical or historical note About the Author<br/>DANIEL DUFFY, PhD, has BA (Mod), MSc and PhD degrees in pure, applied and numerical mathematics (University of Dublin, Trinity College) and he is active in promoting partial differential equations (PDE) and the Finite Difference Method (FDM) for applications in computational finance. He was responsible for the introduction of the Fractional Step (Soviet Splitting) method and the Alternating Direction Explicit (ADE) method in computational finance. He is the originator of the exponential fitting method for convection-dominated PDEs.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Financial engineering.
Authority record control number https://id.loc.gov/authorities/subjects/sh91003887.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Differential equations, Partial.
Authority record control number https://id.loc.gov/authorities/subjects/sh85037912.
655 #4 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Wiley finance series.
Authority record control number https://id.loc.gov/authorities/names/n00091597.
856 40 - ELECTRONIC LOCATION AND ACCESS
Link text Full text available at Wiley Online Library Click here to view.
Uniform Resource Identifier https://onlinelibrary.wiley.com/doi/book/10.1002/9781119719731
942 ## - ADDED ENTRY ELEMENTS
Source of classification or shelving scheme
Item type EBOOK
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Permanent Location Current Location Date acquired Source of acquisition Inventory number Full call number Barcode Date last seen Price effective from Item type
          COLLEGE LIBRARY COLLEGE LIBRARY 2025-03-18 ALBASA Consortium 51252 658.15 D8741 2021 CL-51252 2025-03-18 2025-03-18 EBOOK