The mathematics of financial derivatives : (Record no. 17723)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01602cam a2200265 a 4500 |
| 001 - CONTROL NUMBER | |
| control field | 3505267 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20200606105902.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 950420s1995 enk b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0521496993 (hardback) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0521497892 (pbk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780521497893 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | DLC |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.63228 |
| Edition number | 20 |
| Item number | W744 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Wilmott, Paul. |
| 245 14 - TITLE STATEMENT | |
| Title | The mathematics of financial derivatives : |
| Remainder of title | a student introduction / |
| Statement of responsibility, etc | Paul Wilmott, Sam Howison, Jeff Dewynne. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | Oxford ; |
| -- | New York : |
| Name of publisher, distributor, etc | Cambridge University Press, |
| Date of publication, distribution, etc | 1995 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xiii, 317 p. ; |
| Dimensions | 23 cm. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Options (Finance) |
| General subdivision | Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Options (Finance) |
| General subdivision | Prices |
| -- | Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Derivative securities |
| General subdivision | Mathematical models. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Howison, Sam. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Dewynne, Jeff. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Part I. Basic Option Theory: 1. An introduction to options and markets; 2. Asset price random walks; 3. The Black-Scholes model; 4. Partial differential equations; 5. The Black-Scholes formulae; 6. Variations on the Black-Scholes model; 7. American options; Part II. Numerical Methods: 8. Finite-difference methods; 9. Methods for American options; 10. Binomial methods; Part III. Further Option Theory: 11. Exotic and path-dependent options; 12. Barrier options; 13. A unifying framework for path-dependent options; 14. Asian options; 15. Lookback options; 16. Options with transaction costs; Part IV. Interest Rate Derivative Products: 17. Interest rate derivatives; 18. Convertible bonds; Hints to selected exercises; Bibliography; Index. |
| Withdrawn status | Damaged status | Not for loan | Home library | Current library | Date acquired | Source of acquisition | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|
| UE-Central Library | UE-Central Library | 11.01.2019 | U.E.23579 | 332.63228 W744 | T12260 | 11.01.2019 | 11.01.2019 | Books |
