MARC details
000 -LEADER |
fixed length control field |
06420cam a2201045Ia 4500 |
001 - CONTROL NUMBER |
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ocn299038896 |
003 - CONTROL NUMBER IDENTIFIER |
control field |
OCoLC |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20220712235151.0 |
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION |
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m o d |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
fixed length control field |
cr cnu---unuuu |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
fixed length control field |
090122s2009 njua ob 001 0 eng d |
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
Canceled/invalid LC control number |
2008026309 |
040 ## - CATALOGING SOURCE |
Original cataloging agency |
N$T |
Language of cataloging |
eng |
Description conventions |
pn |
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OCLCQ |
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317254348 |
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1300697015 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9780470407165 |
Qualifying information |
(electronic bk.) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
0470407166 |
Qualifying information |
(electronic bk.) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9780470456804 |
Qualifying information |
(electronic bk. ; |
-- |
Adobe Digital Editions) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
0470456809 |
Qualifying information |
(electronic bk. ; |
-- |
Adobe Digital Editions) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9781118266915 |
Qualifying information |
(electronic bk.) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
1118266919 |
Qualifying information |
(electronic bk.) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
1281938653 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9781281938657 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9786611938659 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
6611938656 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
Cancelled/invalid ISBN |
047029292X |
Qualifying information |
(Cloth) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
Cancelled/invalid ISBN |
9780470292921 |
Qualifying information |
(cloth) |
024 8# - OTHER STANDARD IDENTIFIER |
Standard number or code |
9786611938659 |
024 7# - OTHER STANDARD IDENTIFIER |
Standard number or code |
10.1002/9781118266915 |
Source of number or code |
doi |
029 1# - (OCLC) |
OCLC library identifier |
AU@ |
System control number |
000051365908 |
029 1# - (OCLC) |
OCLC library identifier |
CDX |
System control number |
9529439 |
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OCLC library identifier |
CHNEW |
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000933152 |
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DEBSZ |
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449130002 |
029 1# - (OCLC) |
OCLC library identifier |
NLGGC |
System control number |
317079026 |
035 ## - SYSTEM CONTROL NUMBER |
System control number |
(OCoLC)299038896 |
Canceled/invalid control number |
(OCoLC)317254348 |
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(OCoLC)430817631 |
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(OCoLC)437240935 |
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(OCoLC)502358477 |
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(OCoLC)646771731 |
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(OCoLC)656467297 |
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(OCoLC)775437764 |
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(OCoLC)815752962 |
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(OCoLC)992881059 |
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(OCoLC)1001600167 |
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(OCoLC)1003091845 |
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(OCoLC)1038516277 |
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(OCoLC)1039823211 |
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(OCoLC)1058082609 |
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(OCoLC)1058495990 |
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(OCoLC)1097091471 |
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(OCoLC)1105900190 |
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(OCoLC)1162223184 |
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(OCoLC)1241798454 |
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(OCoLC)1300697015 |
037 ## - SOURCE OF ACQUISITION |
Source of stock number/acquisition |
OverDrive, Inc. |
Note |
http://www.overdrive.com |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
Classification number |
HG106 |
Item number |
.F76 2009eb |
072 #7 - SUBJECT CATEGORY CODE |
Subject category code |
BUS |
Subject category code subdivision |
027000 |
Source |
bisacsh |
072 #7 - SUBJECT CATEGORY CODE |
Subject category code |
KFF |
Source |
bicssc |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
Classification number |
332.01/5195 |
Edition number |
22 |
084 ## - OTHER CLASSIFICATION NUMBER |
Classification number |
85.30 |
Source of number |
bcl |
049 ## - LOCAL HOLDINGS (OCLC) |
Holding library |
MAIN |
245 00 - TITLE STATEMENT |
Title |
Frontiers in quantitative finance : |
Remainder of title |
volatility and credit risk modeling / |
Statement of responsibility, etc |
Rama Cont, editor. |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
Place of publication, distribution, etc |
Hoboken, N.J. : |
Name of publisher, distributor, etc |
John Wiley & Sons, |
Date of publication, distribution, etc |
©2009. |
300 ## - PHYSICAL DESCRIPTION |
Extent |
1 online resource (xvii, 299 pages) : |
Other physical details |
illustrations |
336 ## - |
-- |
text |
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txt |
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rdacontent |
337 ## - |
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computer |
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c |
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rdamedia |
338 ## - |
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online resource |
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cr |
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rdacarrier |
347 ## - |
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data file |
-- |
rda |
490 1# - SERIES STATEMENT |
Series statement |
Wiley finance series. |
504 ## - BIBLIOGRAPHY, ETC. NOTE |
Bibliography, etc |
Includes bibliographical references and index. |
520 ## - SUMMARY, ETC. |
Summary, etc |
The Petit D'euner de la Finance-which author Rama Cont has been co-organizing in Paris since 1998-is a well-known quantitative finance seminar that has progressively become a platform for the exchange of ideas between the academic and practitioner communities in quantitative finance. Frontiers in Quantitative Finance is a selection of recent presentations in the Petit D'euner de la Finance. In this book, leading quants and academic researchers cover the most important emerging issues in quantitative finance and focus on portfolio credit risk and volatility modeling. |
505 0# - FORMATTED CONTENTS NOTE |
Formatted contents note |
Front Matter -- Option Pricing and Volatility Modeling. A Moment Approach to Static Arbitrage / Alexandre d'Aspremont -- On Black-Scholes Implied Volatility at Extreme Strikes / Shalom Benaim, Peter Friz, Roger Lee -- Dynamic Properties of Smile Models / Lorenzo Bergomi -- A Geometric Approach to the Asymptotics of Implied Volatility / Pierre Henry-Labord`re -- Pricing, Hedging, and Calibration in Jump-Diffusion Models / Peter Tankov, Ekaterina Voltchkova -- Credit Risk. Modeling Credit Risk / L C G Rogers -- An Overview of Factor Modeling for CDO Pricing / Jean-Paul Laurent, Areski Cousin -- Factor Distributions Implied by Quoted CDO Spreads / Erik Schl̲gl, Lutz Schl̲gl -- Pricing CDOs with a Smile: The Local Correlation Model / Julien Turc, Philippe Very -- Portfolio Credit Risk: Top-Down versus Bottom-Up Approaches / Kay Giesecke -- Forward Equations for Portfolio Credit Derivatives / Rama Cont, Ioana Savescu -- Index. |
588 0# - |
-- |
Print version record. |
546 ## - LANGUAGE NOTE |
Language note |
English. |
590 ## - LOCAL NOTE (RLIN) |
Local note |
eBooks on EBSCOhost |
Provenance (VM) [OBSOLETE] |
EBSCO eBook Subscription Academic Collection - Worldwide |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Finance |
General subdivision |
Mathematical models. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Derivative securities |
General subdivision |
Mathematical models. |
9 (RLIN) |
144261 |
650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Finances |
General subdivision |
Modèles mathématiques. |
9 (RLIN) |
865581 |
650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Instruments dérivés (Finances) |
General subdivision |
Modèles mathématiques. |
9 (RLIN) |
1338012 |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
BUSINESS & ECONOMICS |
General subdivision |
Finance. |
Source of heading or term |
bisacsh |
9 (RLIN) |
51787 |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Derivative securities |
General subdivision |
Mathematical models. |
Source of heading or term |
fast |
-- |
(OCoLC)fst00891026 |
9 (RLIN) |
144261 |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Finance |
General subdivision |
Mathematical models. |
Source of heading or term |
fast |
-- |
(OCoLC)fst00924398 |
650 17 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Derivaten (financiën) |
Source of heading or term |
gtt |
-- |
(NL-LeOCL)242940358 |
9 (RLIN) |
906960 |
650 17 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Wiskundige modellen. |
Source of heading or term |
gtt |
-- |
(NL-LeOCL)078961459 |
9 (RLIN) |
183669 |
650 17 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Omloopsnelheid (geld) |
Source of heading or term |
gtt |
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(NL-LeOCL)121536009 |
9 (RLIN) |
1422825 |
650 17 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Kredietverlening. |
Source of heading or term |
gtt |
-- |
(NL-LeOCL)078565634 |
9 (RLIN) |
864458 |
650 17 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Risicobeheersing. |
Source of heading or term |
gtt |
-- |
(NL-LeOCL)146387775 |
9 (RLIN) |
1280326 |
655 #0 - INDEX TERM--GENRE/FORM |
Genre/form data or focus term |
Electronic books. |
655 #4 - INDEX TERM--GENRE/FORM |
Genre/form data or focus term |
Electronic books. |
700 1# - ADDED ENTRY--PERSONAL NAME |
Personal name |
Cont, Rama. |
9 (RLIN) |
570164 |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
Display text |
Print version: |
Title |
Frontiers in quantitative finance. |
Place, publisher, and date of publication |
Hoboken, N.J. : John Wiley & Sons, ©2009 |
International Standard Book Number |
047029292X |
-- |
9780470292921 |
Record control number |
(DLC) 2008026309 |
-- |
(OCoLC)230181884 |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
Uniform title |
Wiley finance series. |
9 (RLIN) |
398 |
856 40 - ELECTRONIC LOCATION AND ACCESS |
Uniform Resource Identifier |
<a href="https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=254123">https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=254123</a> |
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bkf00029711 |
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Coutts Information Services |
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COUT |
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9529439 |
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ProQuest Ebook Central |
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EBL380429 |
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EBSCOhost |
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EBSC |
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254123 |
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ProQuest MyiLibrary Digital eBook Collection |
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IDEB |
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193865 |
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YBP Library Services |
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YANK |
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7598081 |
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YBP Library Services |
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2917608 |
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92 |
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INOPJ |