Handbook of exchange rates / (Record no. 206211)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 06670cam a2200829Ia 4500 |
| 001 - CONTROL NUMBER | |
| control field | ocn812914952 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OCoLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20171113131152.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
| fixed length control field | m o d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr cnu---unuuu |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 121015s2012 njua ob 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118445754 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118445759 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118445785 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118445783 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118445778 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118445775 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 6613977535 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9786613977533 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 9780470768839 |
| Qualifying information | (cloth) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 0470768835 |
| Qualifying information | (cloth) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 9781283665032 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 1283665034 |
| 028 01 - PUBLISHER NUMBER | |
| Publisher number | EB00063670 |
| Source | Recorded Books |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | AU@ |
| System control number | 000050207241 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | AU@ |
| System control number | 000058062654 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | CHNEW |
| System control number | 000609668 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | CHVBK |
| System control number | 303162732 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | DEBBG |
| System control number | BV040784441 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | DEBBG |
| System control number | BV041051427 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | DEBBG |
| System control number | BV041908625 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | DEBSZ |
| System control number | 431143285 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | DKDLA |
| System control number | 820120-katalog:000600296 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | NLGGC |
| System control number | 352038594 |
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| OCLC library identifier | NZ1 |
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| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | DEBBG |
| System control number | BV043395118 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)812914952 |
| Canceled/invalid control number | (OCoLC)813529122 |
| -- | (OCoLC)813536419 |
| -- | (OCoLC)817829522 |
| -- | (OCoLC)852499700 |
| -- | (OCoLC)898985792 |
| -- | (OCoLC)961632895 |
| -- | (OCoLC)962650833 |
| 037 ## - SOURCE OF ACQUISITION | |
| Stock number | 397753 |
| Source of stock number/acquisition | MIL |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | N$T |
| Language of cataloging | eng |
| Description conventions | pn |
| Transcribing agency | N$T |
| Modifying agency | YDXCP |
| -- | WAU |
| -- | CDX |
| -- | EBLCP |
| -- | UIU |
| -- | E7B |
| -- | DG1 |
| -- | UMI |
| -- | OCLCQ |
| -- | RECBK |
| -- | OCLCF |
| -- | DEBSZ |
| -- | IDEBK |
| -- | MHW |
| -- | UKDOC |
| -- | DEBBG |
| -- | OCLCQ |
| -- | COO |
| -- | OCLCQ |
| -- | AZK |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | MAIN |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG3810 |
| Item number | .H35 2012eb |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | BUS |
| Subject category code subdivision | 028000 |
| Source | bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.4/56 |
| Edition number | 23 |
| 084 ## - OTHER CLASSIFICATION NUMBER | |
| Classification number | MAT029000 |
| Number source | bisacsh |
| 245 00 - TITLE STATEMENT | |
| Title | Handbook of exchange rates / |
| Statement of responsibility, etc. | edited by Jessica James, Ian W. Marsh, Lucio Sarno. |
| Medium | [electronic resource] |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | Hoboken, New Jersey : |
| Name of publisher, distributor, etc. | John Wiley & Sons, Inc., |
| Date of publication, distribution, etc. | ©2012. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (xxviii, 821 pages) : |
| Other physical details | illustrations. |
| 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 | data file |
| Source | rda |
| 380 ## - FORM OF WORK | |
| Form of work | Bibliography |
| 490 1# - SERIES STATEMENT | |
| Series statement | Wiley handbooks in financial engineering and econometrics |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Part I. Overview. 1. Foreign Exchange Market Structure, Players and Evolution -- 2. Macro Approaches to Foreign Exchange Determination -- 3. Micro Approaches to Foreign Exchange Determination -- 4. The Exchange Rate in a Behavioural Finance Framework -- 5. The Evolution of Exchange Rate Regimes and Some Future Perspective -- Part II. Exchange Rate Models and Methods. 6. Purchasing Power Parity in Economic History -- 7. Purchasing Power Parity in Tradable Goods -- 8. Statistical and Economic Methods for Evaluating Exchange Rate Predictability -- 9. When Are Pooled Panel-Data Regression Forecasts of Exchange Rates More Accurate than the Time-Series Regression Forecasts? -- 10. Carry Trades and Risk -- 11. Currency Fair Value Models -- 12. Technical Analysis in the Foreign Exchange Market 13. Modeling Exchange Rates with Incomplete Information -- 14. Exchange Rates in a Stochastic Discount Factor Framework -- 15. Volatility and Correlation Timing in Active Currency Management -- Part III. FX Markets and Products. 16. Is There a Premium for Currency Investing (Beta) -- 17. Is There Skill or Alpha in Currency Investing? -- 18. Currency Hedging for International Bond and Equity Investors -- 19. FX Reserve Management -- 20. High frequency finance: Using scaling laws to build trading models -- 21. Algorithmic Execution in Foreign Exchange -- 22. Foreign Exchange Strategy Based Products -- 23. Foreign exchange futures, forwards and swaps -- 24. Options and Volatility Derivatives -- Part IV. FX Markets and Policy. 25. A Common Framework for Thinking about Currency Crises -- 26. Official Intervention in the Foreign Exchange Market -- 27. Exchange Rate Misalignment: The Case of the Chinese Renminbi -- 28. Choosing an Exchange Rate Regime. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | "Handbook of Exchange Rates is an impressive compilation of research from more than thirty-five leading researchers and experts on the topic. The book is clearly organized into five succinct sections that explore the foreign exchange (FX) market, from its background and economic foundation to current practices, obstacles, and policies in the modern foreign exchange market. Part I presents an overview of the history of the FX market and exchange rate regimes, the key instruments/players in the FX trading environment, and both macro and micro approaches to FX determination. Next, Part II focuses on forecasting exchange rates, featuring methodological contributions on the sstatistical methods for evaluating forecast performance, parity relationships, fair value models, and flow-based models. Part III treats FX as an asset class, outlining active currency management, currency hedging, hedge accounting, high frequency and algorithmic trading in FX, and FX strategy-based products. Part IV discusses products and pricing in FX, the FX options market, and volatility derivatives. Finally, the book concludes with a section on FX markets and policy, prediction and management of FX crises, FX regimes and policy; regulation in FX market that also features discussion of the effects of exchange rate regime choice on international trade. Each chapter follows the same easy-to-follow format. Following an introduction, a description of theory is presented along with key formulae. Next, the discussed theory is applied to a real data set and accompanied with illustrative descriptions. Exercises and real-world examples from the finance industry are spread throughout each chapter, and a summary provides a brief overview of main points and concepts"-- |
| Assigning source | Provided by publisher. |
| 588 0# - SOURCE OF DESCRIPTION NOTE | |
| Source of description note | Print version record. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Foreign exchange rates. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Foreign exchange. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | MATHEMATICS |
| General subdivision | Probability & Statistics |
| -- | General. |
| Source of heading or term | bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | BUSINESS & ECONOMICS |
| General subdivision | Foreign Exchange. |
| Source of heading or term | bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Foreign exchange. |
| Source of heading or term | fast |
| Authority record control number | (OCoLC)fst00931768 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Foreign exchange rates. |
| Source of heading or term | fast |
| Authority record control number | (OCoLC)fst00931816 |
| 655 #4 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | James, Jessica, |
| Dates associated with a name | 1968- |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Marsh, Ian W., |
| Dates associated with a name | 1966- |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Sarno, Lucio. |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Print version: |
| Title | Handbook of exchange rates. |
| Place, publisher, and date of publication | Hoboken, New Jersey : John Wiley & Sons, Inc., ©2012 |
| International Standard Book Number | 9780470768839 |
| Record control number | (DLC) 2011052323 |
| -- | (OCoLC)769989867 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Wiley handbooks in financial engineering and econometrics. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://onlinelibrary.wiley.com/book/10.1002/9781118445785 |
| Public note | Wiley Online Library |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | |
| Koha item type | Books |
No items available.