Interest rate modeling : (Record no. 18252)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03252cam a2200577Ki 4500 |
| 001 - CONTROL NUMBER | |
| control field | 9781351227421 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | FlBoTFG |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20220724194507.0 |
| 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 | 190314s2019 flu ob 001 0 eng d |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | OCoLC-P |
| Language of cataloging | eng |
| Description conventions | rda |
| -- | pn |
| Transcribing agency | OCoLC-P |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781351227421 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1351227424 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781351227407 |
| Qualifying information | (electronic bk. : EPUB) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1351227408 |
| Qualifying information | (electronic bk. : EPUB) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781351227391 |
| Qualifying information | (electronic bk. : Mobipocket) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1351227394 |
| Qualifying information | (electronic bk. : Mobipocket) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781351227414 |
| Qualifying information | (electronic bk. : PDF) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1351227416 |
| Qualifying information | (electronic bk. : PDF) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 9780815378914 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 0815378912 |
| 024 8# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1201/9781351227421 |
| Source of number or code | doi |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)1089835806 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC-P)1089835806 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG6024.5 |
| Item number | .W82 2019eb |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT |
| Subject category code subdivision | 000000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | BUS |
| Subject category code subdivision | 027000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT |
| Subject category code subdivision | 029000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBW |
| Source | bicssc |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.801/5195 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Wu, Lixin, |
| Dates associated with a name | 1961- |
| Relator term | author. |
| 245 10 - TITLE STATEMENT | |
| Title | Interest rate modeling : |
| Remainder of title | theory and practice / |
| Statement of responsibility, etc. | Lixin Wu. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | Second edition. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Boca Raton, Florida : |
| Name of producer, publisher, distributor, manufacturer | CRC Press, |
| Date of production, publication, distribution, manufacture, or copyright notice | [2019] |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource. |
| 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 0# - SERIES STATEMENT | |
| Series statement | Chapman & Hall/CRC financial mathematics series |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Containing many results that are new, or which exist only in recent research articles, Interest Rate Modeling: Theory and Practice, 2nd Edition portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and computation. It introduces all models with financial-economical justifications, develops options along the martingale approach, and handles option evaluations with precise numerical methods. Features Presents a complete cycle of model construction and applications, showing readers how to build and use models Provides a systematic treatment of intriguing industrial issues, such as volatility and correlation adjustments Contains exercise sets and a number of examples, with many based on real market data Includes comments on cutting-edge research, such as volatility-smile, positive interest-rate models, and convexity adjustment New to the 2nd edition: volatility smile modeling; a new paradigm for inflation derivatives modeling; an extended market model for credit derivatives; a dual-curved model for the post-crisis interest-rate derivatives markets; and an elegant framework for the xVA. |
| 588 ## - SOURCE OF DESCRIPTION NOTE | |
| Source of description note | OCLC-licensed vendor bibliographic record. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Interest rates |
| General subdivision | Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Interest rate futures |
| General subdivision | Mathematical models. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | MATHEMATICS / General |
| Source of heading or term | bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | BUSINESS & ECONOMICS / Finance |
| Source of heading or term | bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | MATHEMATICS / Probability & Statistics / General |
| Source of heading or term | bisacsh |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | Read Online |
| Uniform Resource Identifier | <a href="https://www.taylorfrancis.com/books/9781351227421">https://www.taylorfrancis.com/books/9781351227421</a> |
| 856 42 - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | OCLC metadata license agreement |
| Uniform Resource Identifier | <a href="http://www.oclc.org/content/dam/oclc/forms/terms/vbrl-201703.pdf">http://www.oclc.org/content/dam/oclc/forms/terms/vbrl-201703.pdf</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Library of Congress Classification |
| Koha item type | eBook |
No items available.