| 000 -LEADER |
|---|
| fixed length control field |
01880nam a22003737a 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
19026432 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20190125110007.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
190125b xxu||||| |||| 00| 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2016936745 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9783319324067 : |
| Terms of availability |
€54.99 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Transcribing agency |
DLC |
| Description conventions |
rda |
| Modifying agency |
DLC |
| 042 ## - AUTHENTICATION CODE |
|---|
| Authentication code |
pcc |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
330.015195 |
| Edition number |
23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Swishchuk, Anatoliy. |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Change of time methods in quantitative finance / |
| Statement of responsibility, etc. |
Anatoliy Swishchuk. |
| 263 ## - PROJECTED PUBLICATION DATE |
|---|
| Projected publication date |
1606 |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
New York, NY : |
| Name of producer, publisher, distributor, manufacturer |
Springer Science+Business Media, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2016. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
pages cm |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
unmediated |
| Media type code |
n |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
volume |
| Carrier type code |
nc |
| Source |
rdacarrier |
| 365 ## - TRADE PRICE |
|---|
| Price type code |
EUR |
| Price amount |
€54.99 |
| Currency code |
€ |
| Unit of pricing |
1 EUR = 84.10 INR |
| 490 ## - SERIES STATEMENT |
|---|
| Series statement |
SpringerBriefs in mathematics, |
| International Standard Serial Number |
2191-8198 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references and index. |
| 505 ## - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Introduction to the Change of Time Methods: History, Finance and Stochastic Volatility -- Change of Time Methods: Definitions and Theory -- Applications of the Change of Time Methods -- Change of Time Method (CTM) and Black-Scholes Formula -- CTM and Variance, Volatility, Covariance and Correlation Swaps for the Classical Heston Model -- CTM and the Delayed Heston Model: Pricing and Hedging of Variance and Volatility Swaps -- CTM and the Explicit Option Pricing Formula for a Mean-reverting Asset in Energy Markets -- CTM and Multi-Factor Levy Models for Pricing Financial and Energy Derivatives -- Epilogue. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Business mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Finance. |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Publisher description |
| Uniform Resource Identifier |
https://www.loc.gov/catdir/enhancements/fy1613/2016936745-d.html |
| 856 41 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Table of contents only |
| Uniform Resource Identifier |
https://www.loc.gov/catdir/enhancements/fy1613/2016936745-t.html |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) |
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| a |
0 |
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ibc |
| c |
orignew |
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2 |
| e |
epcn |
| f |
20 |
| g |
y-gencatlg |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Koha item type |
Monograph |
