MARC details
| 000 -LEADER |
|---|
| fixed length control field |
03241cam a2200397 i 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
OCoLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20221101232639.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
160711s2016 caua b 001 0 eng d |
| 011 ## - LINKING LIBRARY OF CONGRESS CONTROL NUMBER [OBSOLETE] |
|---|
| Local cataloguing issues note |
MARC Score : 10700(20550) : OK |
| 011 ## - LINKING LIBRARY OF CONGRESS CONTROL NUMBER [OBSOLETE] |
|---|
| Local cataloguing issues note |
Direct Search Result |
| 011 ## - LINKING LIBRARY OF CONGRESS CONTROL NUMBER [OBSOLETE] |
|---|
| Local cataloguing issues note |
BIB MATCHES WORLDCAT |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
096763721X |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780967637211 |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(ATU)b16398804 |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCoLC)953420418 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
UUM |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Transcribing agency |
UUM |
| Modifying agency |
UUM |
| -- |
OCLCO |
| -- |
YDXCP |
| -- |
ATU |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.6453 |
| Edition number |
23 |
| 099 ## - LOCAL FREE-TEXT CALL NUMBER (OCLC) |
|---|
| Classification number |
LEW |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Lewis, Alan L., |
| Relator term |
author. |
| 9 (RLIN) |
914832 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Option valuation under stochastic volatility II : |
| Remainder of title |
with Mathematica code / |
| Statement of responsibility, etc. |
Alan L. Lewis. |
| 246 3# - VARYING FORM OF TITLE |
|---|
| Title proper/short title |
Option valuation under stochastic volatility two |
| 264 ## - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Date of production, publication, distribution, manufacture, or copyright notice |
©2016 |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Newport Beach : |
| Name of producer, publisher, distributor, manufacturer |
Finance Press, |
| Date of production, publication, distribution, manufacture, or copyright notice |
[2016] |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
viii, 737 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
26 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 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
1. Slow Reflection, Jump-returns, & Short-term Interest Rates -- 2. Spectral Theory for Jump-diffusions -- 3. Joint Time Series Modelling of SPX and VIX -- 4. Modelling VIX Options (and Futures) under Stochastic Volatility -- 5. Stochastic Volatility as a Hidden Markov Model -- 6. Continuous-time Inference: Mathematical Methods and Worked Examples -- 7. A Closer Look at the Square-root and 3/2-Model -- 8. A Closer Look at the SABR Model -- 9. Back to Basics: An Update on the Discrete Dividend Problem -- 10. PDE Numerics without the Pain -- 11. Exact Solution to Double Barrier Problems under a Class of Processes -- 12. Advanced Smile Asymptotics: Geometry, Geodesics, and All That -- 13. Applications of Eigenfunction Expansions in Continuous-time Finance -- 14. A Simple Option Formula for General Jump-diffusion and Other Exponential Ĺevy Processes -- 15. Asian Connections -- 16. Fear of Jumps -- 17. Perpetual American Options Made Easy -- 18. American Options under Jump-diffusions: An Introduction -- 19. Barrier Options under Jump-diffusions I: Analytic Theory -- 20. Barrier Options under Jump-diffusions II: One-Touch Options -- 21. American-style Options with One-sided Jumps -- 22. Volatility Jump-diffusions -- 23. Double Barrier Problems with Jumps: A Simple “Universal” Algorithm -- 24. Diffusions, Jumps, and the Distribution of the Maximum -- 25. Asian Option Pricing under Jump-diffusions -- 26. Wiener-Hopf Factorization and the Baxter-Donsker Formula. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
"This book is a sequel to the author's well-received 'Option valuation under stochastic volatility.' It extends that work to jump-diffusions and many related topics in quantitative finance. Topics include spectral theory for jump-diffusions, boundary behavior for short-term interest rate models, modelling VIX options, inference theory, discrete dividends, and more" --Back cover. |
| 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) |
|---|
| a |
.b16398804 |
| b |
06-09-21 |
| c |
15-07-16 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Book |
| 945 ## - LOCAL PROCESSING INFORMATION (OCLC) |
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332.6453 LEW |
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1 |
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A555170B |
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0 |
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cmain |
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$138.45 |
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25 |
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0 |
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08-09-16 |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) |
|---|
| -- |
c |
| -- |
b |
| Operator's initials, OID (RLIN) |
09-09-16 |
| Cataloger's initials, CIN (RLIN) |
m |
| First date, FD (RLIN) |
a |
| -- |
eng |
| -- |
cau |
| -- |
0 |
