MARC details
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| fixed length control field |
02532nam a22004935i 4500 |
| 001 - NÚMERO DE CONTROL |
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| control field |
u373485 |
| 003 - IDENTIFICADOR DEL NÚMERO DE CONTROL |
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SIRSI |
| 005 - FECHA Y HORA DE LA ULTIMA TRANSACCIÓN |
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20160812084148.0 |
| 007 - CAMPO FIJO DE DESCRIPCIÓN FIJA--INFORMACIÓN GENERAL |
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cr nn 008mamaa |
| 008 - ELEMENTOS DE LONGITUD FIJA -- INFORMACIÓN GENERAL |
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| fixed length control field |
100301s2010 gw | s |||| 0|eng d |
| 020 ## - NÚMERO INTERNACIONAL NORMALIZADO PARA LIBROS |
|---|
| International Standard Book Number |
9783642029097 |
| -- |
978-3-642-02909-7 |
| 040 ## - FUENTE DE CATALOGACIÓN |
|---|
| Transcribing agency |
MX-MeUAM |
| 050 #4 - SIGNATURA TOPOGRÁFICA DE LA BIBLIOTECA DEL CONGRESO |
|---|
| Classification number |
HG1-9999 |
| 050 #4 - SIGNATURA TOPOGRÁFICA DE LA BIBLIOTECA DEL CONGRESO |
|---|
| Classification number |
HG4501-6051 |
| 050 #4 - SIGNATURA TOPOGRÁFICA DE LA BIBLIOTECA DEL CONGRESO |
|---|
| Classification number |
HG1501-HG3550 |
| 082 04 - NÚMERO DE CLASIFICACIÓN DECIMAL DEWEY |
|---|
| Classification number |
657.8333 |
| Edition number |
23 |
| 082 04 - NÚMERO DE CLASIFICACIÓN DECIMAL DEWEY |
|---|
| Classification number |
658.152 |
| Edition number |
23 |
| 100 1# - ASIENTO PRINCIPAL--NOMBRE PERSONAL |
|---|
| Personal name |
Lutz, Björn. |
| Relator term |
author. |
| 245 10 - MENCIÓN DE TITULO |
|---|
| Title |
Pricing of Derivatives on Mean-Reverting Assets |
| Medium |
[recurso electrónico] / |
| Statement of responsibility, etc. |
by Björn Lutz. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Berlin, Heidelberg : |
| Name of producer, publisher, distributor, manufacturer |
Springer Berlin Heidelberg, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2010. |
| 300 ## - DESCRIPCIÓN FÍSICA |
|---|
| Other physical details |
online resource. |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
|---|
| File type |
text file |
| Encoding format |
PDF |
| Source |
rda |
| 490 1# - MENCIÓN DE SERIE |
|---|
| Series statement |
Lecture Notes in Economics and Mathematical Systems, |
| International Standard Serial Number |
0075-8442 ; |
| Volume/sequential designation |
630 |
| 505 0# - NOTA DE CONTENIDO |
|---|
| Formatted contents note |
Mean Reversion in Commodity Prices -- Fundamentals of Derivative Pricing -- Stochastic Volatility Models -- Integration of Jump Components -- Stochastic Equilibrium Level of the Underlying Process -- Deterministic Seasonality Effects -- Conclusion. |
| 520 ## - NOTA DE RESUMEN, ETC. |
|---|
| Summary, etc. |
The topic of this book is the development of pricing formulae for European style derivatives on assets with mean-reverting behavior, especially commodity derivatives. For this class of assets, convenience yield effects lead to mean-reversion under the risk-neutral measure. Mean-reversion in the log-price process is combined with other stochastic factors such as stochastic volatility, jumps in the underlying and the price process and a stochastic target level as well as with deterministic seasonality effects. Another focus is on numerical algorithms to calculate the Fourier integral as well as to integrate systems of ordinary differential equations. |
| 596 ## - |
|---|
| -- |
19 |
| 650 #0 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
|---|
| Topical term or geographic name as entry element |
Economics. |
| 650 #0 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
|---|
| Topical term or geographic name as entry element |
Finance. |
| 650 #0 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
|---|
| Topical term or geographic name as entry element |
Banks and banking. |
| 650 14 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
|---|
| Topical term or geographic name as entry element |
Economics/Management Science. |
| 650 24 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
|---|
| Topical term or geographic name as entry element |
Finance /Banking. |
| 650 24 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
|---|
| Topical term or geographic name as entry element |
Financial Economics. |
| 650 24 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
|---|
| Topical term or geographic name as entry element |
Quantitative Finance. |
| 710 2# - ASIENTO SECUNDARIO - NOMBRE CORPORATIVO |
|---|
| Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY |
|---|
| Title |
Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Relationship information |
Printed edition: |
| International Standard Book Number |
9783642029080 |
| 830 #0 - ASIENTO SECUNDARIO DE SERIE--TITULO UNIFORME |
|---|
| Uniform title |
Lecture Notes in Economics and Mathematical Systems, |
| International Standard Serial Number |
0075-8442 ; |
| Volume number/sequential designation |
630 |
| 856 40 - LOCALIZACIÓN Y ACCESO ELECTRÓNICOS |
|---|
| Public note |
Libro electrónico |
| Uniform Resource Identifier |
<a href="http://148.231.10.114:2048/login?url=http://link.springer.com/book/10.1007/978-3-642-02909-7">http://148.231.10.114:2048/login?url=http://link.springer.com/book/10.1007/978-3-642-02909-7</a> |
| 942 ## - TIPO DE MATERIAL (KOHA) |
|---|
| Koha item type |
Libro Electrónico |
