Financial derivatives: pricing, applications, and mathematics (Record no. 565318)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 01600nam a2200193Ia 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 160121s9999 xx 000 0 und d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780521815109 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.632 |
| Cutter | BAZ |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Baz, Jamil |
| 245 ## - TITLE STATEMENT | |
| Title | Financial derivatives: pricing, applications, and mathematics |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc | Cambridge University Press |
| Place of publication, distribution, etc | Cambridge, UK ; New York |
| Date of publication, distribution, etc | 2004 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xi, 338 pages : illustrations ; 23 cm |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | "Combining their corporate and academic experiences, Jamil Baz and George Chacko offer financial analysts a complete, succinct account of the principles of financial derivatives pricing. Readers with a basic knowledge of finance, calculus, probability and statistics will learn about the most powerful tools in applied finance: equity derivatives, interest rate markets, and the mathematics of pricing. Baz and Chacko apply concepts such as volatility and time, and generic pricing to the valuation of conventional and more specialized cases. Other topics include: *Interest rate markets, government and corporate bonds, swaps, caps, and swaptions *Factor models and term structure consistent models *Mathematical allocation decisions such as mean-reverting processes and jump processes *Stochastic calculus and related tools such as Kilmogorov equations, martingales techniques, stocastic control and partial differential equations Meant for financial analysts and graduate students in finance and economics" |
| 600 ## - SUBJECT ADDED ENTRY--PERSONAL NAME | |
| Personal name | Derivative securities. |
| 600 ## - SUBJECT ADDED ENTRY--PERSONAL NAME | |
| Personal name | Instruments |
| 600 ## - SUBJECT ADDED ENTRY--PERSONAL NAME | |
| Personal name | Principles of Financial Valuation |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Chacko, George |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Item type | Books |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Full call number | Barcode | Date last seen | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Non-fiction | Symbiosis Institute of Business Management - Hyderabad | Symbiosis Institute of Business Management - Hyderabad | General | 21/01/2016 | World Book Links | 4580.00 | 332.632 BAZ | SIBMH-B-2855 | 16/09/2019 | Books |
