Financial Derivatives Modeling (Registro nro. 204309)

MARC details
000 -LÍDER
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001 - NÚMERO DE CONTROL
control field u376429
003 - IDENTIFICADOR DEL NÚMERO DE CONTROL
control field SIRSI
005 - FECHA Y HORA DE LA ULTIMA TRANSACCIÓN
control field 20160812084412.0
007 - CAMPO FIJO DE DESCRIPCIÓN FIJA--INFORMACIÓN GENERAL
fixed length control field cr nn 008mamaa
008 - ELEMENTOS DE LONGITUD FIJA -- INFORMACIÓN GENERAL
fixed length control field 110824s2011 gw | s |||| 0|eng d
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
Existencias
Estado de retiro Fuente de clasificación Colección Ubicación permanente Ubicación actual Fecha de ingreso Total Checkouts Signatura topográfica Código de barras Date last seen Número de copia Tipo de material
    Colección de Libros Electrónicos Biblioteca Electrónica Biblioteca Electrónica     HG1 -9999 376429-2001 12/08/2016 1 Libro Electrónico

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