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 |
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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 |
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IDEBK |
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N$T |
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OCLCQ |
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OCLCF |
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OCLCA |
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DEBBG |
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OCLCQ |
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OCLCO |
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COO |
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NLE |
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UWW |
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OCLCO |
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CAUOI |
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OCLCQ |
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OCLCO |
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OCLCQ |
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SUF |
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AGLDB |
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OCLCQ |
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KIJ |
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STF |
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UKAHL |
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OL$ |
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OCLCQ |
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QGK |
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OCLCO |
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DST |
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OCLCO |
019 ## - |
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817966900 |
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860333460 |
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1167406382 |
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1241838200 |
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1300551755 |
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1303300858 |
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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 |