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001 - NÚMERO DE CONTROL |
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003 - IDENTIFICADOR DEL NÚMERO DE CONTROL |
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SIRSI |
005 - FECHA Y HORA DE LA ULTIMA TRANSACCIÓN |
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20160812084412.0 |
007 - CAMPO FIJO DE DESCRIPCIÓN FIJA--INFORMACIÓN GENERAL |
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008 - ELEMENTOS DE LONGITUD FIJA -- INFORMACIÓN GENERAL |
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020 ## - NÚMERO INTERNACIONAL NORMALIZADO PARA LIBROS |
International Standard Book Number |
9783642221552 |
-- |
978-3-642-22155-2 |
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 |
Ekstrand, Christian. |
Relator term |
author. |
245 10 - MENCIÓN DE TITULO |
Title |
Financial Derivatives Modeling |
Medium |
[recurso electrónico] / |
Statement of responsibility, etc. |
by Christian Ekstrand. |
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 |
2011. |
300 ## - DESCRIPCIÓN FÍSICA |
Extent |
XI, 319 p. |
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 |
505 0# - NOTA DE CONTENIDO |
Formatted contents note |
Derivatives Pricing Basics: Pricing by Replication -- Static Replication -- Dynamic Replication -- Derivatives Modeling in Practice -- Skew and Smile Techniques: Continuous Stochastic Processes -- Local Volatility Models -- Stochastic Volatility Models -- Lévy Models -- Exotic Derivatives: Path-Dependent Derivatives -- High-Dimensional Derivatives -- Asset Class Specific Modeling: - Equities -- Commodities -- Interest Rates -- Foreign Exchange -- Mathematical Preliminaries. |
520 ## - NOTA DE RESUMEN, ETC. |
Summary, etc. |
This book gives a comprehensive introduction to the modeling of financial derivatives, covering all major asset classes (equities, commodities, interest rates and foreign exchange) and stretching from Black and Scholes' lognormal modeling to current-day research on skew and smile models. The intended reader has a solid mathematical background and is a graduate/final-year undergraduate student specializing in Mathematical Finance, or works at a financial institution such as an investment bank or a hedge fund. |
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 |
Economics |
General subdivision |
Statistics. |
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/Investment/Banking. |
650 24 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
Topical term or geographic name as entry element |
Quantitative Finance. |
650 24 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
Topical term or geographic name as entry element |
Statistics for Business/Economics/Mathematical Finance/Insurance. |
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 |
9783642221545 |
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/10.1007/978-3-642-22155-2">http://148.231.10.114:2048/login?url=http://link.springer.com/book/10.1007/978-3-642-22155-2</a> |
942 ## - TIPO DE MATERIAL (KOHA) |
Koha item type |
Libro Electrónico |