Derivatives models on models (Record no. 60716)

000 -LEADER
fixed length control field 01755nam a2200217Ia 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 140323b2007 xxu||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780470013229
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.645
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Haug, Espen Gaarder
9 (RLIN) 67527
245 ## - TITLE STATEMENT
Title Derivatives models on models
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc. England
Name of publisher, distributor, etc. John Wiley & Sons, Ltd.
Date of publication, distribution, etc. 2007
300 ## - PHYSICAL DESCRIPTION
Extent xiii, 368 p.
Accompanying material With CD at Acc.No.CD1093
365 ## - TRADE PRICE
Price amount USD 80.00
520 ## - SUMMARY, ETC.
Summary, etc. Derivatives Models on Models takes a theoretical and practical look at some of the latest and most important ideas behind derivatives pricing models. In each chapter the author highlights the latest thinking and trends in the area. A wide range of topics are covered, including valuation methods on stocks paying discrete dividend, Asian options, American barrier options, Complex barrier options, reset options, and electricity derivatives. The book also discusses the latest ideas surrounding finance like the robustness of dynamic delta hedging, option hedging, negative probabilities and space-time finance. The accompanying CD-ROM with additional Excel sheets includes the mathematical models covered in the book. The book also includes interviews with some of the world's top names in the industry, and an insight into the history behind some of the greatest discoveries in quantitative finance.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Derivative securities
9 (RLIN) 20830
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Options (Finance)
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Future
9 (RLIN) 67528
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type Books
952 ## - LOCATION AND ITEM INFORMATION (KOHA)
-- 00080.00
-- USD
-- 2008-02-14
-- Kushal Books
-- 00270468
-- 2007-12-27
-- IN 536
-- 2008-02-13
-- F
-- 003328.00
-- 20.00%
-- 00000.00
-- Mr. Diptiranjan Mahapatra
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Permanent Location Current Location Shelving location Date acquired Item location Total Checkouts Total Renewals Full call number Barcode Date last seen Date checked out Price effective from Koha item type
          Vikram Sarabhai Library Vikram Sarabhai Library   04/05/2009 Slot 715 (0 Floor, West Wing) 3 1 332.645 H2D3 164402 03/09/2017 27/08/2017 04/09/2009 Books

Powered by Koha