Risk & Derivatives. (Record no. 36022)
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| 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.