Interest rate modeling : (Record no. 74287)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03232cam a2200565Ki 4500 |
| 001 - CONTROL NUMBER | |
| control field | 9781351227421 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20220531132559.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
| fixed length control field | m o d |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 190314s2019 flu ob 001 0 eng d |
| 040 ## - Cataloging Source | |
| -- | OCoLC-P |
| -- | eng |
| -- | rda |
| -- | pn |
| -- | 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 | |
| Canceled/invalid ISBN | 9780815378914 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 0815378912 |
| 024 8# - | |
| -- | 10.1201/9781351227421 |
| -- | 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 - | |
| -- | MAT |
| -- | 000000 |
| -- | bisacsh |
| 072 #7 - | |
| -- | BUS |
| -- | 027000 |
| -- | bisacsh |
| 072 #7 - | |
| -- | MAT |
| -- | 029000 |
| -- | bisacsh |
| 072 #7 - | |
| -- | PBW |
| -- | bicssc |
| 082 04 - | |
| -- | 332.801/5195 |
| -- | 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# - | |
| -- | Chapman & Hall/CRC financial mathematics series |
| 520 ## - | |
| -- | 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 - | |
| -- | Taylor & Francis |
| -- | https://www.taylorfrancis.com/books/9781351227421 |
| 856 42 - | |
| -- | OCLC metadata license agreement |
| -- | http://www.oclc.org/content/dam/oclc/forms/terms/vbrl-201703.pdf |
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