| 000 -LEADER |
|---|
| fixed length control field |
01562cam a22002654a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20200302110647.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
060525s2007 njua b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
0470047259 (cloth) |
|
|---|
| International Standard Book Number |
9780470047255 (cloth) |
| 041 ## - Language |
|---|
| Language code of text/sound track or separate title |
eng |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG6024.A3 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.6457015181 |
| Edition number |
22 |
| Item number |
N326 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Navin, Robert L. |
| 9 (RLIN) |
28088 |
| 245 14 - IMMEDIATE SOURCE OF ACQUISITION NOTE |
|---|
| Title |
The mathematics of derivatives : |
| Remainder of title |
tools for designing numerical algorithms / |
| Statement of responsibility, etc |
Robert L. Navin. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Hoboken, NJ : |
| Name of publisher, distributor, etc |
Wiley, |
| Date of publication, distribution, etc |
2007. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xiii, 189 p. : |
| Other physical details |
ill. ; |
| Dimensions |
24 cm. |
| 440 #0 - SERIES STATEMENT/ADDED ENTRY--TITLE |
|---|
| Title |
Wiley finance series |
| 9 (RLIN) |
17555 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references (p. 178) and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Introduction to the techniques of derivative modeling -- Preliminary mathematical tools -- Stochastic calculus -- Applications of stochastic calculus to finance -- From stochastic processes formalism to differential equation formalism -- Understanding the Black-Scholes equation -- Interest rate hedging -- Interest rate derivatives : HJM models -- Differential equations, boundary conditions and solutions -- Credit spreads -- Specific models -- Exercises -- Solutions. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Derivative securities |
| General subdivision |
Valuation |
| -- |
Mathematical models. |
| 9 (RLIN) |
28089 |
| 856 41 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Table of contents only |
| Uniform Resource Identifier |
http://www.loc.gov/catdir/toc/ecip0614/2006017013.html |
|
|---|
| Materials specified |
Contributor biographical information |
| Uniform Resource Identifier |
http://www.loc.gov/catdir/enhancements/fy0741/2006017013-b.html |
|
|---|
| Materials specified |
Publisher description |
| Uniform Resource Identifier |
http://www.loc.gov/catdir/enhancements/fy0741/2006017013-d.html |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Item type |
Book |
