MARC details
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06269cam a2200721Ma 4500 |
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ocn844071137 |
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OCoLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20220711201152.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION |
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m o d |
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cr cn||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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080724s2008 nyua ob 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
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| Canceled/invalid LC control number |
2008032256 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
E7B |
| Language of cataloging |
eng |
| Description conventions |
pn |
| Transcribing agency |
E7B |
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N$T |
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OCLCF |
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OCLCO |
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YDXCP |
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EBLCP |
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OCLCQ |
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OCLCO |
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DEBSZ |
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OCLCO |
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OCLCQ |
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OCLCO |
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AZK |
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MERUC |
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AGLDB |
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ICA |
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MOR |
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PIFAG |
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OCLCQ |
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ICG |
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AU@ |
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OCLCQ |
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WYU |
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DKC |
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OCLCQ |
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UKCRE |
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BOL |
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AJS |
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OCLCO |
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961610658 |
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962589419 |
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975211698 |
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975243753 |
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1018040417 |
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1042322370 |
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1049698236 |
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1065707756 |
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1081282250 |
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1114438603 |
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1153542608 |
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1228602907 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781608764211 |
| Qualifying information |
(electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
1608764214 |
| Qualifying information |
(electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| Cancelled/invalid ISBN |
160456931X |
| Qualifying information |
(hardcover) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| Cancelled/invalid ISBN |
9781604569315 |
| Qualifying information |
(hardcover) |
| 029 1# - (OCLC) |
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| OCLC library identifier |
AU@ |
| System control number |
000053300472 |
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| OCLC library identifier |
DEBBG |
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BV043961518 |
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| OCLC library identifier |
DEBBG |
| System control number |
BV044087637 |
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| OCLC library identifier |
DEBSZ |
| System control number |
449538370 |
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| OCLC library identifier |
DEBSZ |
| System control number |
454916779 |
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| OCLC library identifier |
DEBSZ |
| System control number |
481301216 |
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| OCLC library identifier |
NZ1 |
| System control number |
15345726 |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(OCoLC)844071137 |
| Canceled/invalid control number |
(OCoLC)961610658 |
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(OCoLC)962589419 |
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(OCoLC)975211698 |
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(OCoLC)975243753 |
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(OCoLC)1018040417 |
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(OCoLC)1042322370 |
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(OCoLC)1049698236 |
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(OCoLC)1065707756 |
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(OCoLC)1081282250 |
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(OCoLC)1114438603 |
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(OCoLC)1153542608 |
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(OCoLC)1228602907 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HG6024.A3 |
| Item number |
N66 2008eb |
| 072 #7 - SUBJECT CATEGORY CODE |
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| Subject category code |
BUS |
| Subject category code subdivision |
036000 |
| Source |
bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332.64/53 |
| Edition number |
22 |
| 049 ## - LOCAL HOLDINGS (OCLC) |
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| Holding library |
MAIN |
| 245 00 - TITLE STATEMENT |
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| Title |
Nonlinear models in mathematical finance : |
| Remainder of title |
new research trends in option pricing / |
| Statement of responsibility, etc |
Matthias Ehrhardt, editor. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Place of publication, distribution, etc |
New York : |
| Name of publisher, distributor, etc |
Nova Science Publishers, |
| Date of publication, distribution, etc |
©2008. |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
1 online resource (xiii, 358 pages) : |
| Other physical details |
illustrations (some color) |
| 336 ## - |
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text |
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txt |
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rdacontent |
| 337 ## - |
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computer |
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c |
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rdamedia |
| 338 ## - |
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online resource |
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cr |
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rdacarrier |
| 340 ## - PHYSICAL MEDIUM |
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polychrome. |
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rdacc |
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http://rdaregistry.info/termList/RDAColourContent/1003 |
| 347 ## - |
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text file |
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rdaft |
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http://rdaregistry.info/termList/fileType/1002 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc |
Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
NONLINEAR MODELSIN MATHEMATICAL FINANCE:NEW RESEARCH TRENDSIN OPTION PRICING; NONLINEAR MODELSIN MATHEMATICAL FINANCE:NEW RESEARCH TRENDSIN OPTION PRICING; CONTENTS; PREFACE NONLINEAR MODELS IN OPTION PRICING; ABSTRACT; INTRODUCTION; PART I: NONLINEAR BLACK-SCHOLES MODELS; PART II: ANALYTIC SOLUTIONS; PART III: NUMERICAL TREATMENT OF NONLINEAR BLACK-SCHOLES EQUATIONS; PART IV: PARAMETER IDENTIFICATION (INVERSE PROBLEMS); NONLINEAR MODELS IN OPTION PRICING -- AN INTRODUCTION; Abstract; 1. Introduction; 2. Financial Derivatives; 3. Linear Black-Scholes Equations; 4. Nonlinear Black-Scholes Equations. |
| 505 8# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
5. Terminal and Boundary Conditions6. Volatility Models; Conclusion; Acknowledgements; Appendix; A. Stochastics; B. Pricing Formulae; References; PART I. NONLINEAR BLACK-SCHOLES MODELS; OPTION PRICING AND HEDGING IN THE PRESENCE OF TRANSACTION COSTS AND NONLINEAR PARTIAL DIFFERENTIAL EQUATIONS; Abstract; 1. Introduction; 2. Modelling the Transaction Costs; 3. The Leland's Approach to Option Pricing and Hedging; 4. Utility-Based Option Pricing and Hedging; 5. Conclusion; Acknowledgements; References; UTILITY INDIFFERENCE PRICING WITH MARKET INCOMPLETENESS; Abstract; 1. Introduction. |
| 505 8# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
2. Utility-Based Pricing and Hedging: The General Set-up3. Basis Risk Model; 4. Partial Information Basis Risk Model; Conclusion; Acknowledgements; References; PART II. ANALYTIC SOLUTIONS; PRICING OPTIONS IN ILLIQUID MARKETS: SYMMETRY REDUCTIONS AND EXACT SOLUTIONS; Abstract; 1. Introduction; 2. Illiquid Markets and Nonlinear Black-Scholes Equations; 3. Invariant Solutions for a Nonlinear Black-Scholes Equation; 4. Properties of Solutions and Parameter-Sensitivity; Conclusion; Acknowledgements; References. |
| 505 8# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
DISTRIBUTIONAL SOLUTIONS TO AN INTEGRO-DIFFERENTIAL PARABOLIC PROBLEM ARISING IN FINANCIAL MATHEMATICSAbstract; 1. Introduction; 2. Solutions for the Integro-Differential Problem (3); 3. Solutions for the Convolution Problem (8); Acknowledgements; References; PART III. NUMERICAL TREATMENT OF NONLINEARBLACK-SCHOLES EQUATIONS; A SEMIDISCRETIZATION METHOD FOR SOLVING NONLINEAR BLACK-SCHOLES EQUATIONS: NUMERICAL ANALYSIS AND COMPUTING; Abstract; 1. Introduction; 2. Numerical Schemes Construction; 3. Numerical Analysis about Local in Time Models; 4. Numerical Analysis about Global in Time Models. |
| 505 8# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
ConclusionAcknowledgements; References; TRANSFORMATION METHODS FOR EVALUATING APPROXIMATIONS TO THE OPTIMAL EXERCISE BOUNDARY FOR LINEAR AND NONLINEAR BLACK-SCHOLES EQUATIONS; Abstract; 1. Introduction; 2. Risk Adjusted Methodology Model; 3. Transformation Method for a Linear Black-Scholes Equa-tion; 4. Transformation Method for a Nonlinear Black-Scholes Equation; 5. Transformation Methods for Asian Call Options; Conclusion; Acknowledgements; References; GLOBAL IN SPACE NUMERICAL COMPUTATION FOR THE NONLINEAR BLACK-SCHOLES EQUATION; Abstract; 1. Introduction; 2. Transaction Costs Model. |
| 590 ## - LOCAL NOTE (RLIN) |
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| Local note |
eBooks on EBSCOhost |
| Provenance (VM) [OBSOLETE] |
EBSCO eBook Subscription Academic Collection - Worldwide |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Options (Finance) |
| General subdivision |
Prices |
| -- |
Mathematical models. |
| 9 (RLIN) |
237500 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Investments |
| General subdivision |
Mathematical models. |
| 650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Options (Finances) |
| General subdivision |
Prix |
| -- |
Modèles mathématiques. |
| 9 (RLIN) |
902841 |
| 650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Investissements |
| General subdivision |
Modèles mathématiques. |
| 9 (RLIN) |
947293 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| 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 |
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| Topical term or geographic name as entry element |
Investments |
| General subdivision |
Mathematical models. |
| Source of heading or term |
fast |
| -- |
(OCoLC)fst00978277 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Options (Finance) |
| General subdivision |
Prices |
| -- |
Mathematical models. |
| Source of heading or term |
fast |
| -- |
(OCoLC)fst01046902 |
| 9 (RLIN) |
237500 |
| 655 #0 - INDEX TERM--GENRE/FORM |
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| Genre/form data or focus term |
Electronic books. |
| 655 #4 - INDEX TERM--GENRE/FORM |
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| Genre/form data or focus term |
Electronic books. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Ehrhardt, Matthias. |
| 9 (RLIN) |
297680 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
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| Display text |
Print version: |
| Title |
Nonlinear models in mathematical finance. |
| Place, publisher, and date of publication |
New York : Nova Science Publishers, ©2008 |
| Record control number |
(DLC) 2008032256 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
<a href="https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=311280">https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=311280</a> |
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EBL - Ebook Library |
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EBLB |
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EBL3018485 |
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ebrary |
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EBRY |
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ebr10660346 |
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EBSCOhost |
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EBSC |
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311280 |
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YBP Library Services |
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YANK |
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10225770 |
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92 |
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INOPJ |
