Mathematics of the financial markets : financial instruments and derivatives modelling, valuation and risk issues / (Record no. 206681)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 05550cam a2200661Ia 4500 |
| 001 - CONTROL NUMBER | |
| control field | ocn841206466 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OCoLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20171106121052.0 |
| 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 |n||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 130429s2013 enka ob 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118513479 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118513477 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118513484 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118513487 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118818510 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118818512 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 9781118513453 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 1118513452 |
| 024 8# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10435630 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | AU@ |
| System control number | 000051046187 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | DEBBG |
| System control number | BV041877199 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | DEBBG |
| System control number | BV042739415 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | NZ1 |
| System control number | 15341891 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)841206466 |
| Canceled/invalid control number | (OCoLC)860769748 |
| -- | (OCoLC)878078061 |
| 037 ## - SOURCE OF ACQUISITION | |
| Stock number | CL0500000412 |
| Source of stock number/acquisition | Safari Books Online |
| 037 ## - SOURCE OF ACQUISITION | |
| Stock number | 3CFD55B9-7105-4775-8BB0-409E5F4DBEDA |
| Source of stock number/acquisition | OverDrive, Inc. |
| Note | http://www.overdrive.com |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | YDXCP |
| Language of cataloging | eng |
| Description conventions | pn |
| Transcribing agency | YDXCP |
| Modifying agency | OCLCO |
| -- | N$T |
| -- | TEFOD |
| -- | DG1 |
| -- | CUS |
| -- | OCLCF |
| -- | W2U |
| -- | UMI |
| -- | OCLCQ |
| -- | TEFOD |
| -- | OCLCQ |
| -- | TEFOD |
| -- | COO |
| -- | OCLCQ |
| -- | EBLCP |
| -- | DG1 |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | MAIN |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG106 |
| Item number | .R88 2013 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | BUS |
| Subject category code subdivision | 027000 |
| Source | bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.01/519233 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Ruttiens, Alain |
| Fuller form of name | (Alain H.) |
| 245 10 - TITLE STATEMENT | |
| Title | Mathematics of the financial markets : financial instruments and derivatives modelling, valuation and risk issues / |
| Statement of responsibility, etc. | Alain Ruttiens. |
| Medium | [electronic resource] |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | Chichester, West Sussex : |
| Name of publisher, distributor, etc. | Wiley, |
| Date of publication, distribution, etc. | 2013. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (xvi, 333 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 |
| 490 1# - SERIES STATEMENT | |
| Series statement | Wiley finance series |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references (pages 319-321) and index. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Series; Title Page; Copyright; Dedication; Foreword; Main Notations; Introduction; Part I: The Deterministic Environment; Chapter 1: Prior to the yield curve: spot and forward rates; 1.1 INTEREST RATES, PRESENT AND FUTURE VALUES, INTEREST COMPOUNDING; 1.2 DISCOUNT FACTORS; 1.3 CONTINUOUS COMPOUNDING AND CONTINUOUS RATES; 1.4 FORWARD RATES; 1.5 THE NO ARBITRAGE CONDITION; FURTHER READING; Chapter 2: The term structure or yield curve; 2.1 INTRODUCTION TO THE YIELD CURVE; 2.2 THE YIELD CURVE COMPONENTS; 2.3 BUILDING A YIELD CURVE: METHODOLOGY; 2.4 AN EXAMPLE OF YIELD CURVE POINTS DETERMINATION |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 2.5 INTERPOLATIONS ON A YIELD CURVEFURTHER READING; Chapter 3: Spot instruments; 3.1 SHORT-TERM RATES; 3.2 BONDS; 3.3 CURRENCIES; FURTHER READING; Chapter 4: Equities and stock indexes; 4.1 STOCKS VALUATION; 4.2 STOCK INDEXES; 4.3 THE PORTFOLIO THEORY; FURTHER READING; Chapter 5: Forward instruments; 5.1 THE FORWARD FOREIGN EXCHANGE; 5.2 FRAs; 5.3 OTHER FORWARD CONTRACTS; 5.4 CONTRACTS FOR DIFFERENCE (CFD); FURTHER READING; Chapter 6: Swaps; 6.1 DEFINITIONS AND FIRST EXAMPLES; 6.2 PRIOR TO AN IRS SWAP PRICING METHOD; 6.3 PRICING OF AN IRS SWAP; 6.4 (RE)VALUATION OF AN IRS SWAP |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 6.5 THE SWAP (RATES) MARKET6.6 PRICING OF A CRS SWAP; 6.7 PRICING OF SECOND-GENERATION SWAPS; FURTHER READING; Chapter 7: Futures; 7.1 INTRODUCTION TO FUTURES; 7.2 FUTURES PRICING; 7.3 FUTURES ON EQUITIES AND STOCK INDEXES; 7.4 FUTURES ON SHORT-TERM INTEREST RATES; 7.5 FUTURES ON BONDS; 7.6 FUTURES ON CURRENCIES; 7.7 FUTURES ON (NON-FINANCIAL) COMMODITIES; FURTHER READING; Part II: The Probabilistic Environment; Chapter 8: The basis of stochastic calculus; 8.1 STOCHASTIC PROCESSES; 8.2 THE STANDARD WIENER PROCESS, OR BROWNIAN MOTION; 8.3 THE GENERAL WIENER PROCESS; 8.4 THE ITÔ PROCESS |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 8.5 APPLICATION OF THE GENERAL WIENER PROCESS8.6 THE ITÔ LEMMA; 8.7 APPLICATION OF THE ITô LEMMA; 8.8 NOTION OF RISK NEUTRAL PROBABILITY; 8.9 NOTION OF MARTINGALE; ANNEX 8.1: PROOFS OF THE PROPERTIES OF dZ(t); ANNEX 8.2: PROOF OF THE ITÔ LEMMA; FURTHER READING; Chapter 9: Other financial models: from ARMA to the GARCH family; 9.1 THE AUTOREGRESSIVE (AR) PROCESS; 9.2 THE MOVING AVERAGE (MA) PROCESS; 9.3 THE AUTOREGRESSION MOVING AVERAGE (ARMA) PROCESS; 9.4 THE AUTOREGRESSIVE INTEGRATED MOVING AVERAGE (ARIMA) PROCESS; 9.5 THE ARCH PROCESS; 9.6 THE GARCH PROCESS |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 9.7 VARIANTS OF (G)ARCH PROCESSES9.8 THE MIDAS PROCESS; FURTHER READING; Chapter 10: Option pricing in general; 10.1 INTRODUCTION TO OPTION PRICING; 10.2 THE BLACK-SCHOLES FORMULA; 10.3 FINITE DIFFERENCE METHODS: THE COX-ROSS-RUBINSTEIN (CRR) OPTION PRICING MODEL; 10.4 MONTE CARLO SIMULATIONS; 10.5 OPTION PRICING SENSITIVITIES; FURTHER READING; Chapter 11: Options on specific underlyings and exotic options; 11.1 CURRENCY OPTIONS; 11.2 OPTIONS ON BONDS; 11.3 OPTIONS ON INTEREST RATES; 11.4 EXCHANGE OPTIONS; 11.5 BASKET OPTIONS; 11.6 BERMUDAN OPTIONS; 11.7 OPTIONS ON NON-FINANCIAL UNDERLYINGS |
| 588 0# - SOURCE OF DESCRIPTION NOTE | |
| Source of description note | Online resource; title from PDF title page (Wiley, viewed September 13, 2013). |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance |
| General subdivision | Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Business mathematics. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | BUSINESS & ECONOMICS |
| General subdivision | Finance. |
| Source of heading or term | bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Business mathematics. |
| Source of heading or term | fast |
| Authority record control number | (OCoLC)fst00842780 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance |
| General subdivision | Mathematical models. |
| Source of heading or term | fast |
| Authority record control number | (OCoLC)fst00924398 |
| 655 #4 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Print version: |
| Main entry heading | Ruttiens, Alain (Alain H.). |
| Title | Mathematics of the financial markets. |
| Place, publisher, and date of publication | Chichester, West Sussex : Wiley, 2013 |
| International Standard Book Number | 9781118513453 |
| Record control number | (OCoLC)817258933 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Wiley finance series. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://onlinelibrary.wiley.com/book/10.1002/9781118818510 |
| Public note | Wiley Online Library |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | |
| Koha item type | Books |
No items available.