MARC details
| 000 -LEADER |
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| fixed length control field |
06221cam a22003978a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20211104204555.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
060913s2006 nju b 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
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| LC control number |
2005028317 |
| 011 ## - LINKING LIBRARY OF CONGRESS CONTROL NUMBER [OBSOLETE] |
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| Local cataloguing issues note |
BIB MATCHES WORLDCAT |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
0470018704 (cloth/cd : alk. paper) |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(ATU)b11148652 |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(DLC) 2005028317 |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(OCoLC)61879618 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
DLC |
| 042 ## - AUTHENTICATION CODE |
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| Authentication code |
pcc |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HG6024.A3 |
| Item number |
W555 2006 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332.64/53 |
| Edition number |
22 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Wilmott, Paul. |
| 9 (RLIN) |
250224 |
| 245 10 - TITLE STATEMENT |
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| Title |
Paul Wilmott on quantitative finance. |
| 250 ## - EDITION STATEMENT |
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| Edition statement |
2nd ed. |
| 263 ## - PROJECTED PUBLICATION DATE |
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| Projected publication date |
0601 |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
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| Place of production, publication, distribution, manufacture |
Hoboken, NJ : |
| Name of producer, publisher, distributor, manufacturer |
John Wiley & Sons Inc., |
| Date of production, publication, distribution, manufacture, or copyright notice |
2006. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
3 v. ; |
| Dimensions |
27 cm. + |
| Accompanying material |
1 CD-ROM. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references and index. |
| 505 00 - FORMATTED CONTENTS NOTE |
|---|
| Miscellaneous information |
1. |
| Title |
Products and Markets -- |
| Miscellaneous information |
2. |
| Title |
Derivatives -- |
| Miscellaneous information |
3. |
| Title |
The Random Behavior of Assets -- |
| Miscellaneous information |
4. |
| Title |
Elementary Stochastic Calculus -- |
| Miscellaneous information |
5. |
| Title |
The Black-Scholes Model -- |
| Miscellaneous information |
6. |
| Title |
Partial Differential Equations -- |
| Miscellaneous information |
7. |
| Title |
The Black-Scholes Formulae and the 'Greeks' -- |
| Miscellaneous information |
8. |
| Title |
Simple Generalizations of the Black-Scholes World -- |
| Miscellaneous information |
9. |
| Title |
Early Exercise and American Options -- |
| Miscellaneous information |
10. |
| Title |
Probability Density Functions and First Exit Times -- |
| Miscellaneous information |
11. |
| Title |
Multi-asset Options -- |
| Miscellaneous information |
12. |
| Title |
How to Delta Hedge -- |
| Miscellaneous information |
13. |
| Title |
Fixed-income Products and Analysis: Yield, Duration and Convexity -- |
| Miscellaneous information |
14. |
| Title |
Swaps -- |
| Miscellaneous information |
15. |
| Title |
The Binomial Model -- |
| Miscellaneous information |
16. |
| Title |
How Accurate is the Normal Approximation? -- |
| Miscellaneous information |
17. |
| Title |
Investment Lessons from Blackjack and Gambling -- |
| Miscellaneous information |
18. |
| Title |
Portfolio Management -- |
| Miscellaneous information |
19. |
| Title |
Value at Risk -- |
| Miscellaneous information |
20. |
| Title |
Forecasting the Markets? -- |
| Miscellaneous information |
21. |
| Title |
A Trading Game -- |
| Miscellaneous information |
22. |
| Title |
An Introduction to Exotic and Path-dependent Options -- |
| Miscellaneous information |
23. |
| Title |
Barrier Options -- |
| Miscellaneous information |
24. |
| Title |
Strongly Path-dependent Options -- |
| Miscellaneous information |
25. |
| Title |
Asian Options -- |
| Miscellaneous information |
26. |
| Title |
Lookback Options -- |
| Miscellaneous information |
27. |
| Title |
Derivatives and Stochastic Control -- |
| Miscellaneous information |
28. |
| Title |
Miscellaneous Exotics -- |
| Miscellaneous information |
29. |
| Title |
Equity and FX Term Sheets -- |
| Miscellaneous information |
30. |
| Title |
One-factor Interest Rate Modeling -- |
| Miscellaneous information |
31. |
| Title |
Yield Curve Fitting -- |
| Miscellaneous information |
32. |
| Title |
Interest Rate Derivatives -- |
| Miscellaneous information |
33. |
| Title |
Convertible Bonds -- |
| Miscellaneous information |
34. |
| Title |
Mortgage-backed Securities -- |
| Miscellaneous information |
35. |
| Title |
Multi-factor Interest Rate Modeling -- |
| Miscellaneous information |
36. |
| Title |
Empirical Behavior of the Spot Interest Rate -- |
| Miscellaneous information |
37. |
| Title |
The Heath, Jarrow & Morton and Brace, Gatarek & Musiela Models -- |
| Miscellaneous information |
38. |
| Title |
Fixed Income Term Sheets -- |
| Miscellaneous information |
39. |
| Title |
Value of the Firm and the Risk of Default -- |
| Miscellaneous information |
40. |
| Title |
Credit Risk -- |
| Miscellaneous information |
41. |
| Title |
Credit Derivatives -- |
| Miscellaneous information |
42. |
| Title |
RiskMetrics and CreditMetrics -- |
| Miscellaneous information |
43. |
| Title |
CrashMetrics -- |
| Miscellaneous information |
44. |
| Title |
Derivatives **** Ups -- |
| Miscellaneous information |
45. |
| Title |
Financial Modeling -- |
| Miscellaneous information |
46. |
| Title |
Defects in the Black-Scholes Model -- |
| Miscellaneous information |
47. |
| Title |
Discrete Hedging -- |
| Miscellaneous information |
48. |
| Title |
Transaction Costs -- |
| Miscellaneous information |
49. |
| Title |
Overview of Volatility Modeling -- |
| Miscellaneous information |
50. |
| Title |
Volatility Smiles and Surfaces -- |
| Miscellaneous information |
51. |
| Title |
Stochastic Volatility -- |
| Miscellaneous information |
52. |
| Title |
Uncertain Parameters -- |
| Miscellaneous information |
53. |
| Title |
Empirical Analysis of Volatility -- |
| Miscellaneous information |
54. |
| Title |
Stochastic Volatility and Mean-variance Analysis -- |
| Miscellaneous information |
55. |
| Title |
Asymptotic Analysis of Volatility -- |
| Miscellaneous information |
56. |
| Title |
Volatility Case Study: The Cliquet Option -- |
| Miscellaneous information |
57. |
| Title |
Jump Diffusion -- |
| Miscellaneous information |
58. |
| Title |
Crash Modeling -- |
| Miscellaneous information |
59. |
| Title |
Speculating with Options -- |
| Miscellaneous information |
60. |
| Title |
Static Hedging -- |
| Miscellaneous information |
61. |
| Title |
The Feedback Effect of Hedging in Illiquid Markets -- |
| Miscellaneous information |
62. |
| Title |
Utility Theory -- |
| Miscellaneous information |
63. |
| Title |
More About American Options and Related Matters -- |
| Miscellaneous information |
64. |
| Title |
Advanced Dividend Modeling -- |
| Miscellaneous information |
65. |
| Title |
Serial Autocorrelation in Returns -- |
| Miscellaneous information |
66. |
| Title |
Asset Allocation in Continuous Time -- |
| Miscellaneous information |
67. |
| Title |
Asset Allocation Under Threat Of A Crash -- |
| Miscellaneous information |
68. |
| Title |
Interest-rate Modeling Without Probabilities -- |
| Miscellaneous information |
69. |
| Title |
Pricing and Optimal Hedging of Derivatives, the Non-probabilistic Model Cont'd -- |
| Miscellaneous information |
70. |
| Title |
Extensions to the Non-probabilistic Interest-rate Model -- |
| Miscellaneous information |
71. |
| Title |
Modeling Inflation -- |
| Miscellaneous information |
72. |
| Title |
Energy Derivatives -- |
| Miscellaneous information |
73. |
| Title |
Real Options -- |
| Miscellaneous information |
74. |
| Title |
Life Settlements and Viaticals -- |
| Miscellaneous information |
75. |
| Title |
Bonus Time -- |
| Miscellaneous information |
76. |
| Title |
Overview of Numerical Methods -- |
| Miscellaneous information |
77. |
| Title |
Finite-difference Methods for One-factor Models -- |
| Miscellaneous information |
78. |
| Title |
Further Finite-difference Methods for One-factor Models -- |
| Miscellaneous information |
79. |
| Title |
Finite-difference Methods for Two-factor Models -- |
| Miscellaneous information |
80. |
| Title |
Monte Carlo Simulation and Related Methods -- |
| Miscellaneous information |
81. |
| Title |
Numerical Integration and Simulation Methods -- |
| Miscellaneous information |
82. |
| Title |
Finite-difference Programs -- |
| Miscellaneous information |
83. |
| Title |
Monte Carlo Programs -- |
| Miscellaneous information |
Appendix A. |
| Title |
All the Math You Need... and No More (An Executive Summary). |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
"Volume 1: Mathematical and Financial Foundations; Basic Theory of Derivatives; Risk and Return. The reader is introduced to the fundamental mathematical tools and financial concepts needed to understand quantitative finance, portfolio management and derivatives. Parallels are drawn between the respectable world of investing and the not-so-respectable world of gambling. Volume 2: Exotic Contracts and Path Dependency; Fixed Income Modeling and Derivatives; Credit Risk In this volume the reader sees further applications of stochastic mathematics to new financial problems and different markets. Volume 3: Advanced Topics; Numerical Methods and Programs. In this volume the reader enters territory rarely seen in textbooks, the cutting-edge research. Numerical methods are also introduced so that the models can now all be accurately and quickly solved. Throughout the volumes, the author has included numerous Bloomberg screen dumps to illustrate in real terms the points he raises, together with essential Visual Basic code, spreadsheet explanations of the models, the reproduction of term sheets and option classification tables. In addition to the practical orientation of the book the author himself also appears throughout the book - in cartoon form, readers will be relieved to hear - to personally highlight and explain the key sections and issues discussed ."--Publisher's website. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Derivative securities |
| General subdivision |
Mathematical models |
| 9 (RLIN) |
370820 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Options (Finance) |
| General subdivision |
Mathematical models |
| 9 (RLIN) |
717240 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Options (Finance) |
| General subdivision |
Prices |
| -- |
Mathematical models. |
| 907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) |
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| b |
03-08-21 |
| c |
27-10-15 |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) |
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(2)b |
| -- |
(2)c |
| Operator's initials, OID (RLIN) |
06-04-16 |
| Cataloger's initials, CIN (RLIN) |
m |
| First date, FD (RLIN) |
a |
| -- |
eng |
| -- |
nju |
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