Derivative securities pricing and modelling / (Record no. 2736350)

MARC details
000 -LEADER
fixed length control field 05677cam a2200841Mi 4500
001 - CONTROL NUMBER
control field ocn798536422
003 - CONTROL NUMBER IDENTIFIER
control field OCoLC
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20220711175028.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION
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 120709s2012 enk ob 001 0 eng d
040 ## - CATALOGING SOURCE
Original cataloging agency EBLCP
Language of cataloging eng
Description conventions pn
Transcribing agency EBLCP
Modifying agency OCLCO
-- IDEBK
-- N$T
-- OCLCQ
-- OCLCF
-- OCLCA
-- DEBBG
-- OCLCQ
-- OCLCO
-- COO
-- NLE
-- UWW
-- OCLCO
-- CAUOI
-- OCLCQ
-- OCLCO
-- OCLCQ
-- SUF
-- AGLDB
-- OCLCQ
-- KIJ
-- STF
-- UKAHL
-- OL$
-- OCLCQ
-- QGK
-- OCLCO
-- DST
-- OCLCO
019 ## -
-- 817966900
-- 860333460
-- 1167406382
-- 1241838200
-- 1300551755
-- 1303300858
-- 1303426795
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781780526171
Qualifying information (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 1780526172
Qualifying information (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781780526164
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 1780526164
Qualifying information (Trade Cloth)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 1280999012
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781280999017
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9786613770622
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 6613770620
029 1# - (OCLC)
OCLC library identifier AU@
System control number 000050999468
029 1# - (OCLC)
OCLC library identifier AU@
System control number 000051556347
029 1# - (OCLC)
OCLC library identifier DEBBG
System control number BV042743938
029 1# - (OCLC)
OCLC library identifier DEBSZ
System control number 423764292
029 1# - (OCLC)
OCLC library identifier NLGGC
System control number 344645363
029 1# - (OCLC)
OCLC library identifier AU@
System control number 000055497115
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)798536422
Canceled/invalid control number (OCoLC)817966900
-- (OCoLC)860333460
-- (OCoLC)1167406382
-- (OCoLC)1241838200
-- (OCoLC)1300551755
-- (OCoLC)1303300858
-- (OCoLC)1303426795
037 ## - SOURCE OF ACQUISITION
Source of stock number/acquisition 01326671
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG6024.A3
Item number D47 2012eb
072 #7 - SUBJECT CATEGORY CODE
Subject category code BUS
Subject category code subdivision 036000
Source bisacsh
072 #7 - SUBJECT CATEGORY CODE
Subject category code KFCR
Source bicssc
072 #7 - SUBJECT CATEGORY CODE
Subject category code KCX
Source bicssc
080 ## - UNIVERSAL DECIMAL CLASSIFICATION NUMBER
Universal Decimal Classification number 330.3
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.6457
049 ## - LOCAL HOLDINGS (OCLC)
Holding library MAIN
245 00 - TITLE STATEMENT
Title Derivative securities pricing and modelling /
Statement of responsibility, etc edited by Jonathan A. Batten, Niklas Wagner.
250 ## - EDITION STATEMENT
Edition statement 1st ed.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Bradford :
Name of publisher, distributor, etc Emerald,
Date of publication, distribution, etc 2012.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource (446 pages).
336 ## -
-- text
-- txt
-- rdacontent
337 ## -
-- computer
-- c
-- rdamedia
338 ## -
-- online resource
-- cr
-- rdacarrier
490 1# - SERIES STATEMENT
Series statement Contemporary studies in economic and financial analysis ;
Volume number/sequential designation v. 94
588 0# -
-- Print version record.
520 ## - SUMMARY, ETC.
Summary, etc Highlights research in derivatives modelling and markets in a post-crisis world across a number of dimensions or themes. This book addresses the following main areas: derivatives models and pricing, model application and performance backtesting, and new products and market features.
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references and index.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Derivatives securities pricing and modelling / Jonathan A. Batten, Niklas Wagner -- On the role of option applications in economic instability / Kavous Ardalan -- Derivatives, commodities, and social costs : exploring correlation in economic uncertainty / Aleksandr V. Gevorkyan, Arkady Gevorkyan -- Contingent capital securities : problems and solutions / Michalis Ioannides, Frank S. Skinner -- High dimensionality in finance : a graph-theory analysis / Delphine Lautier, Franck Raynaud -- Recovering stochastic processes from option prices / Jens Carsten Jackwerth, Mark Rubinstein -- The pricing kernel puzzle : reconciling index option data and economic theory / David P. Brown, Jens Carsten Jackwerth -- Risk-neutral densities and catastrophe events / Michael Herold, Matthias Muck -- Non-gaussian price dynamics and implications for option pricing / Miguel Angel Fuentes, Austin Gerig, Javier Vicente -- On the empirical behavior of stochastic volatility models : do skewness and kurtosis matter? / Marco M. García-Alonso, Manuel Moreno, Javier F. Navas -- Re-evaluating hedging performance for asymmetry : the case of crude oil / John Cotter, Jim Hanly -- On the binomial-tree approach to convertible bonds pricing and risk assessment / Krasimir Milanov, Ognyan Kounchev -- A new paradigm for inflation derivatives modeling / Lixin Wu -- An option-pricing framework for the valuation of fund management compensation / Axel Buchner, Abdulkadir Mohamed, Niklas Wagner -- An equity-based credit risk model / Gaia Barone -- Business cycles and the impact of macroeconomic surprises on interest rate swap spreads : Australian evidence / Victor Fang, A.S.M. Sohel Azad, Jonathan A. Batten, Chien-Ting Lin -- The evolution of the use of derivatives in Slovenian non-financial companies / Ales Berk Skok, Igor Loncarski, Matevz Skocir.
546 ## - LANGUAGE NOTE
Language note English.
590 ## - LOCAL NOTE (RLIN)
Local note eBooks on EBSCOhost
Provenance (VM) [OBSOLETE] EBSCO eBook Subscription Academic Collection - Worldwide
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Derivative securities
General subdivision Prices
-- Mathematical models.
9 (RLIN) 3233
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Derivative securities.
9 (RLIN) 32369
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Derivative securities
General subdivision Prices.
9 (RLIN) 175092
650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Instruments dérivés (Finances)
9 (RLIN) 881467
650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Instruments dérivés (Finances)
General subdivision Prix.
9 (RLIN) 881468
650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Instruments dérivés (Finances)
General subdivision Prix
-- Modèles mathématiques.
9 (RLIN) 881469
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Financial crises & disasters.
Source of heading or term bicssc
9 (RLIN) 881470
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Financial reporting, financial statements.
Source of heading or term bicssc
9 (RLIN) 881471
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element BUSINESS & ECONOMICS
General subdivision Investments & Securities
-- General.
Source of heading or term bisacsh
9 (RLIN) 108373
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Derivative securities
General subdivision Prices
-- Mathematical models.
Source of heading or term fast
-- (OCoLC)fst00891028
9 (RLIN) 3233
655 #0 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
655 #4 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Batten, Jonathan.
9 (RLIN) 148483
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Wagner, Niklas F.,
Dates associated with a name 1969-
9 (RLIN) 881472
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Print version:
Title Derivative securities pricing and modelling.
Place, publisher, and date of publication Bradford : Emerald, ©2012
International Standard Book Number 9781780526164
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Contemporary studies in economic and financial analysis ;
Volume number/sequential designation v. 94.
9 (RLIN) 227215
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=466851">https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=466851</a>
938 ## -
-- Askews and Holts Library Services
-- ASKH
-- AH24074210
938 ## -
-- ProQuest Ebook Central
-- EBLB
-- EBL956327
938 ## -
-- EBSCOhost
-- EBSC
-- 466851
938 ## -
-- ProQuest MyiLibrary Digital eBook Collection
-- IDEB
-- 377062
994 ## -
-- 92
-- INOPJ
Holdings
Withdrawn status Lost status Damaged status Not for loan Collection code Home library Current library Date acquired Total Checkouts Date last seen Price effective from Koha item type
        E-Books EBSCO OPJGU Sonepat- Campus OPJGU Sonepat- Campus 11/07/2022   11/07/2022 11/07/2022 Electronic-Books

O.P. Jindal Global University, Sonepat-Narela Road, Sonepat, Haryana (India) - 131001

Send your feedback to glus@jgu.edu.in

Hosted, Implemented & Customized by: BestBookBuddies   |   Maintained by: Global Library