Interest rate modeling : (Record no. 130147)

000 -LEADER
fixed length control field 03203cam a2200553Ki 4500
001 - CONTROL NUMBER
control field 9781351227421
003 - CONTROL NUMBER IDENTIFIER
control field FlBoTFG
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20220509193119.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION
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
-- (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 1351227424
-- (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781351227407
-- (electronic bk. : EPUB)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 1351227408
-- (electronic bk. : EPUB)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781351227391
-- (electronic bk. : Mobipocket)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 1351227394
-- (electronic bk. : Mobipocket)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781351227414
-- (electronic bk. : PDF)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 1351227416
-- (electronic bk. : PDF)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Cancelled/invalid ISBN 9780815378914
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Cancelled/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 -
-- Boca Raton, Florida :
-- CRC Press,
-- [2019]
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource.
336 ## -
-- text
-- txt
-- rdacontent
337 ## -
-- computer
-- c
-- rdamedia
338 ## -
-- online resource
-- cr
-- 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 ## -
-- OCLC-licensed vendor bibliographic record.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Interest rates
General subdivision Mathematical models.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Interest rate futures
General subdivision Mathematical models.
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element MATHEMATICS / General
Source of heading or term bisacsh
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element BUSINESS & ECONOMICS / Finance
Source of heading or term bisacsh
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element MATHEMATICS / Probability & Statistics / General
Source of heading or term bisacsh
856 40 - ELECTRONIC LOCATION AND ACCESS
Materials specified Taylor & Francis
Uniform Resource Identifier https://www.taylorfrancis.com/books/9781351227421
856 42 - ELECTRONIC LOCATION AND ACCESS
Materials specified OCLC metadata license agreement
Uniform Resource Identifier http://www.oclc.org/content/dam/oclc/forms/terms/vbrl-201703.pdf

No items available.

2017 | The Technical University of Kenya Library | +254(020) 2219929, 3341639, 3343672 | library@tukenya.ac.ke | Haile Selassie Avenue