000			01880nam a22003737a 4500
001			19026432
003			OSt
005			20190125110007.0
008			190125b xxu||||| |||| 00| 0 eng d
010			_a 2016936745
020			_a9783319324067 : _c€54.99
040			_aDLC _beng _cDLC _erda _dDLC
042			_apcc
082	0	4	_a330.015195 _223
100	1		_aSwishchuk, Anatoliy.
245	1	0	_aChange of time methods in quantitative finance / _cAnatoliy Swishchuk.
263			_a1606
264		1	_aNew York, NY : _bSpringer Science+Business Media, _c2016.
300			_apages cm
336			_atext _btxt _2rdacontent
337			_aunmediated _bn _2rdamedia
338			_avolume _bnc _2rdacarrier
365			_aEUR _b€54.99 _c€ _d1 EUR = 84.10 INR
490			_aSpringerBriefs in mathematics, _x2191-8198
504			_aIncludes bibliographical references and index.
505			_a 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	_aMathematics.
650		0	_aBusiness mathematics.
650		0	_aFinance.
856	4	2	_3Publisher description _uhttps://www.loc.gov/catdir/enhancements/fy1613/2016936745-d.html
856	4	1	_3Table of contents only _uhttps://www.loc.gov/catdir/enhancements/fy1613/2016936745-t.html
906			_a0 _bibc _corignew _d2 _eepcn _f20 _gy-gencatlg
942			_2ddc _cM
999			_c12442 _d12442