MARC details
| 000 -LEADER |
|---|
| fixed length control field |
02728cam a2200337 a 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
16055382 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20210830133111.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
100114s2011 nyua b 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2009053836 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780072949315 (alk. paper) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
0072949317 (alk. paper) |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
FUE |
| Transcribing agency |
DLC |
| Modifying agency |
YDX |
| -- |
CDX |
| -- |
YDXCP |
| -- |
DLC |
| Description conventions |
rda |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG6024.A3 |
| Item number |
S873 2011 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.6457 |
| Edition number |
22 |
| Item number |
S.R.D |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Sundaram, Rangarajan K. |
| Relator term |
author |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Derivatives : |
| Remainder of title |
principles and practice / |
| Statement of responsibility, etc |
Rangarajan K. Sundaram, Sanjiv R. Das. |
| 264 #1 - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
New York : |
| Name of publisher, distributor, etc |
McGraw-Hill Irwin, |
| Date of publication, distribution, etc |
[2011] |
| 264 #4 - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
©2011. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xxii, 900, [25] pages : |
| Other physical details |
illustrations ; |
| Dimensions |
26 cm. |
| 336 ## - CONTENT TYPE |
|---|
| Source |
rdacontent |
| Content type term |
text |
| 337 ## - MEDIA TYPE |
|---|
| Source |
rdamedia |
| Media type term |
unmediated |
| 338 ## - CARRIER TYPE |
|---|
| Source |
rdacarrier |
| Carrier type term |
volume |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and indexes. |
| 505 #0 - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Contenido: Futures and forwards. --<br/>Futures markets. --<br/>Pricing forwards and futures I : the basic theory. --<br/>Pricing forwards and futures II : building on the foundations. --<br/>Hedging with futures and forwards. --<br/>Interest-rate forwards and futures. --<br/>Options. --<br/>Options markets. --<br/>Options : payoffs and trading strategies. --<br/>No-arbitrage restrictions on option prices. --<br/>Early exercise and put-call parity. --<br/>Option pricing : a first pass. --<br/>Binomial option pricing. --<br/>Implementing the binomial models. --<br/>The black-scholes model. --<br/>The mathematics of black-scholes. --<br/>Options modeling : beyond black-scholes. --<br/>Sensitivity analysis : the option "greeks". --<br/>Exotic options I : path-independent options. --<br/>Exotic options II : path-dependent options. --<br/>Value-at-risk. --<br/>Convertible bonds. --<br/>Real options. --<br/>Swaps. --<br/>Interest-rate swaps and floating rate products. --<br/>Equity swaps. --<br/>Currency and commodity swaps. --<br/>Interest rate modeling. --<br/>The term structure of interest rates : concepts. --<br/>Estimating the yield curve. --<br/>Modeling term structure movements. --<br/>Factor models of the term structure. --<br/>The heath-jarrow-morton and libor market models. --<br/>Credit risk. --<br/>Credit derivative products. --<br/>Structural models of default risk. --<br/>Reduced form models of default risk. --<br/>Modeling correlated default. --<br/>Computation. --<br/>Derivative pricing with finite differencing. --<br/>Derivative pricing with Monte Caro simulation. --<br/>Using octave. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
Helps you use verbal and pictorial expositions, and sometimes simple mathematical models, to explain underlying principles before proceeding to formal analysis |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Derivative securities. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Das, Sanjiv R. |
| Fuller form of name |
(Sanjiv Ranjan) |
| Relator term |
joint author |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Books |
| Source of classification or shelving scheme |
Dewey Decimal Classification |