Financial derivatives in theory and practice (Record no. 96598)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01601nam a2200157Ia 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0 470 86359 5 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Hunt, P.J.; Kennedy, J.E. |
| 245 ## - TITLE STATEMENT | |
| Title | Financial derivatives in theory and practice |
| 250 ## - EDITION STATEMENT | |
| Edition statement | Reprint Rev. ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 2005 |
| Name of publisher, distributor, etc. | John Wiley & Sons Canada Ltd., |
| Place of publication, distribution, etc. | Toronto |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xx, 437 p. |
| Other physical details | 24 cm; Pbk |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | pt. I. Theory<br/>1. Single-Period Option Pricing<br/>2. Brownian Motion<br/>3. Martingales<br/>4. Stochastic Integration<br/>5. Girsanov and Martingale Representation<br/>6. Stochastic Differential Equations<br/>7. Option Pricing in Continuous Time<br/>8. Dynamic Term Structure Models --<br/>pt. II. Practice<br/>9. Modelling in Practice<br/>10. Basic Instruments and Terminology<br/>11. Pricing Standard Market Derivatives<br/>12. Futures Contracts. Orientation: Pricing Exotic European Derivatives<br/>13. Terminal Swap-Rate Models<br/>14. Convexity Corrections<br/>15. Implied Interest Rate Pricing Models<br/>16. Multi-Currency Terminal Swap-Rate Models<br/> 17. Short-Rate Models<br/> 18. Market Models. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This book brings together in one volume both a complete, rigorous and yet readable account of the mathematics underlying derivative pricing and a guide to applying these ideas to solve real pricing problems. It is aimed at practitioners and researchers who wish to understand the latest finance literature and develop their own pricing models. The authors' combination of strong theoretical knowledge and extensive market experience make this book particularly relevant for those interested in real world applications of mathematical finance |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Derivatives |
| -- | Derivative securities |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Total Checkouts | Total Renewals | Full call number | Barcode | Date last seen | Date last checked out | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GSB Collection | 25/03/2010 | 2 | 1 | 332.645 HUN | 38072 | 14/12/2016 | 29/11/2016 | 22/06/2019 | Books |