<?xml version="1.0" encoding="utf-8" ?> <rss version="2.0" xmlns:opensearch="http://a9.com/-/spec/opensearch/1.1/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:atom="http://www.w3.org/2005/Atom"> <channel> <title> <![CDATA[ Search for 'an:10104']]> </title> <!-- prettier-ignore-start --> <link> http://library.sjim.edu.in/cgi-bin/koha/opac-search.pl?q=ccl=an%3A10104&#38;sort_by=relevance&#38;format=rss </link> <!-- prettier-ignore-end --> <atom:link rel="self" type="application/rss+xml" href="http://library.sjim.edu.in/cgi-bin/koha/opac-search.pl?q=ccl=an%3A10104&#38;sort_by=relevance&#38;format=rss" /> <description> <![CDATA[ Search results for 'an:10104' at ]]> </description> <opensearch:totalResults>3</opensearch:totalResults> <opensearch:startIndex>0</opensearch:startIndex> <opensearch:itemsPerPage>50</opensearch:itemsPerPage> <atom:link rel="search" type="application/opensearchdescription+xml" href="http://library.sjim.edu.in/cgi-bin/koha/opac-search.pl?q=ccl=an%3A10104&#38;sort_by=relevance&#38;format=opensearchdescription" /> <opensearch:Query role="request" searchTerms="q%3Dccl%3Dan%253A10104" startPage="" /> <item> <title> ADVANCED STOCHASTIC MODELS, RISK ASSESSMENT, AND PORTFOLIO OPTIMIZATION THE IDEAL RISK, UNCERTAINTY, AND PERFORMANCE MEASURES </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>http://library.sjim.edu.in/cgi-bin/koha/opac-detail.pl?biblionumber=15244</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By RACHEV, SVETLOZAR T.<br /> NEW YORK JOHN WILEY &amp; SONS 2008 .<br /> 382 </p> ]]> <![CDATA[ <p> <a href="http://library.sjim.edu.in/cgi-bin/koha/opac-reserve.pl?biblionumber=15244">Place hold on <em>ADVANCED STOCHASTIC MODELS, RISK ASSESSMENT, AND PORTFOLIO OPTIMIZATION</em></a> </p> ]]> </description> <guid>http://library.sjim.edu.in/cgi-bin/koha/opac-detail.pl?biblionumber=15244</guid> </item> <item> <title> PROBABILITY AND STATISTICS FOR FINANCE </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>http://library.sjim.edu.in/cgi-bin/koha/opac-detail.pl?biblionumber=16532</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By RACHEV, SVETLOZAR T.<br /> NEW YORK JOHN WILEY &amp; SONS 2010 .<br /> 654 </p> ]]> <![CDATA[ <p> <a href="http://library.sjim.edu.in/cgi-bin/koha/opac-reserve.pl?biblionumber=16532">Place hold on <em>PROBABILITY AND STATISTICS FOR FINANCE</em></a> </p> ]]> </description> <guid>http://library.sjim.edu.in/cgi-bin/koha/opac-detail.pl?biblionumber=16532</guid> </item> <item> <title> FINANCIAL MODEL WITH LEVY PROCESSES AND VOLATILITY CLUSTERING </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>http://library.sjim.edu.in/cgi-bin/koha/opac-detail.pl?biblionumber=16795</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By RACHEV, SVETLOZAR T.<br /> NEW YORK JOHN WILEY &amp; SONS 2011 .<br /> 394 </p> ]]> <![CDATA[ <p> <a href="http://library.sjim.edu.in/cgi-bin/koha/opac-reserve.pl?biblionumber=16795">Place hold on <em>FINANCIAL MODEL WITH LEVY PROCESSES AND VOLATILITY CLUSTERING</em></a> </p> ]]> </description> <guid>http://library.sjim.edu.in/cgi-bin/koha/opac-detail.pl?biblionumber=16795</guid> </item> </channel> </rss>
