MARC details
| 000 -LEADER |
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| fixed length control field |
03145cam a2200397Mi 4500 |
| 001 - CONTROL NUMBER |
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| control field |
on1066679828 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
OCoLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20240527093147.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
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| fixed length control field |
m o d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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cr |n||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
160621e20170213vaua o 000 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
3319340263 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9783319340265 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| Canceled/invalid ISBN |
9783319340265 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| Canceled/invalid ISBN |
3319340263 |
| Qualifying information |
(Trade Paper) |
| 024 3# - OTHER STANDARD IDENTIFIER |
|---|
| Standard number or code |
9783319340265 |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCoLC)1066679828 |
| 037 ## - SOURCE OF ACQUISITION |
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| Stock number |
9783319340265 |
| Source of stock number/acquisition |
00676990 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
WYU |
| Language of cataloging |
eng |
| Transcribing agency |
WYU |
| Modifying agency |
OCLCQ |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HG4529 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332.64570 ROM |
| Edition number |
23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Roman, Jan R. M., |
| Relator term |
author. |
| 240 10 - UNIFORM TITLE |
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| Uniform title |
Analytical Finance: Volume I (Online) |
| 245 10 - TITLE STATEMENT |
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| Title |
Analytical Finance: Volume I : |
| Remainder of title |
The Mathematics of Equity Derivatives, Markets and Valuation. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
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| Place of publication, distribution, etc. |
New York : |
| Name of publisher, distributor, etc. |
Palgrave Macmillan |
| Date of publication, distribution, etc. |
Feb. 2017 |
| Place of publication, distribution, etc. |
Secaucus : |
| Name of publisher, distributor, etc. |
Springer [distributor] |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
1 online resource (xxvii, 492 pages) : |
| Other physical details |
illustrations |
| 336 ## - CONTENT TYPE |
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| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 520 8# - SUMMARY, ETC. |
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| Summary, etc. |
Annotation |
| Expansion of summary note |
This book provides an introduction to the valuation of financial instruments on equity markets. Written from the perspective of trading, risk management and quantitative research functions and written by a practitioner with many years' experience in markets and in academia, it provides a valuable learning tool for students and new entrants to these markets. Coverage includes:�Trading and sources of risk, including credit and counterparty risk, market and model risks, settlement and Herstatt risks.�Numerical methods including discrete-time methods, finite different methods, binomial models and Monte Carlo simulations.�Probability theory and stochastic processes from the financial modeling perspective, including probability spaces, sigma algebras, measures and filtrations.�Continuous time models such as Black-Scholes-Merton; Delta-hedging and Delta-Gamma-hedging; general diffusion models and how to solve Partial Differential Equation using the Feynmann-Kac representation.�The trading, structuring and hedging several kinds of exotic options, including: Binary/Digital options; Barrier options; Lookbacks; Asian options; Chooses; Forward options; Ratchets; Compounded options; Basket options; Exchange and Currency-linked options; Pay later options and Quantos.�A detailed explanation of how to construct synthetic instruments and strategies for different market conditions, discussing more than 30 different option strategies. With source code for many of the models featured in the book provided and extensive examples and illustrations throughout, this book provides a comprehensive introduction to this topic and will prove an invaluable learning tool and reference for anyone studying or working in this field. |
| 521 ## - TARGET AUDIENCE NOTE |
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| Target audience note |
Trade |
| Source |
Palgrave Macmillan. |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
|---|
| Corporate name or jurisdiction name as entry element |
Springer Nature. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Public note |
VIEW FULL TEXT |
| Uniform Resource Identifier |
<a href="http://VH7QX3XE2P.search.serialssolutions.com/?V=1.0&L=VH7QX3XE2P&S=AC_T_B&C=Analytical%20Finance:%20Volume%20I&T=marc&tab=BOOKS">http://VH7QX3XE2P.search.serialssolutions.com/?V=1.0&L=VH7QX3XE2P&S=AC_T_B&C=Analytical%20Finance:%20Volume%20I&T=marc&tab=BOOKS</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Reference |
| Suppress in OPAC |
No |
| 948 ## - LOCAL PROCESSING INFORMATION (OCLC); SERIES PART DESIGNATOR (RLIN) |
|---|
| h (OCLC) |
NO HOLDINGS IN GHUCC - 0 OTHER HOLDINGS |
