MARC details
| 000 -LEADER |
|---|
| fixed length control field |
01960cam a2200385 i 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
18160566 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20230112124208.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
140522s2014 ne a b 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2012276303 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780124016897 (hbk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
0124016898 (hbk.) |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCoLC)ocn864854246 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
SITPL |
| Language of cataloging |
eng |
| Transcribing agency |
SITPL |
| Description conventions |
rda |
| Modifying agency |
YDXCP |
| -- |
EAU |
| -- |
FDA |
| -- |
DLC |
| -- |
GSU |
| 042 ## - AUTHENTICATION CODE |
|---|
| Authentication code |
lccopycat |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG4515.5 |
| Item number |
KIS |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Kissell, Robert, |
| Dates associated with a name |
1967- |
| Relator term |
author. |
| 245 14 - TITLE STATEMENT |
|---|
| Title |
The science of algorithmic trading and portfolio management / |
| Statement of responsibility, etc. |
Robert Kissell. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Amsterdam ; |
| -- |
Boston : |
| Name of producer, publisher, distributor, manufacturer |
Academic Press is an imprint of Elsevier, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2014. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xviii, 473 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
25 cm |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
unmediated |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
volume |
| Source |
rdacarrier |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references (pages 453-463) and index. |
| 505 2# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Algorithmic trading -- Market microstructure -- Algorithmic transaction cost analysis -- Market impact models -- Estimating I-star model parameters -- Price volatility -- Advanced algorithmic forecasting techniques -- Algorithmic decision making framework -- Portfolio algorithms -- Portfolio construction -- Quantitative portfolio management techniques -- Cost index and multi-asset trading costs -- High frequency trading and black box models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Investments. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Algorithms. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Stocks |
| General subdivision |
Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Program trading (Securities) |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Portfolio management |
| General subdivision |
Mathematical models. |
| 775 08 - OTHER EDITION ENTRY |
|---|
| Relationship information |
Electronic version: |
| Main entry heading |
Kissell, Robert, 1967- |
| Title |
Science of algorithmic trading and portfolio management. |
| Place, publisher, and date of publication |
San Diego, CA : Academic Press, an imprint of Elsevier, 2014 |
| International Standard Book Number |
9780124016897 |
| Record control number |
(OCoLC)861785204 |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) |
|---|
| a |
7 |
| b |
cbc |
| c |
copycat |
| d |
2 |
| e |
ncip |
| f |
20 |
| g |
y-gencatlg |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Library of Congress Classification |
| Koha item type |
Books |
| Suppress in OPAC |
No |
