Financial engineering (Record no. 56628)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 02205nam a22002297a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20210802111057.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 200707b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9789813209152 |
| 028 ## - DISTRIBUTOR NAME | |
| Distributor Name | Brijwasi Book Distributors |
| Distributor address | ;;H-87,Lalita Park,Laxmi Nagar,Delhi-110092 |
| Bill Number | ;;BW/005820 |
| Bill Date | ;;01/06/2020 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.01 LIP |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Alexander Lipton |
| 245 ## - TITLE STATEMENT | |
| Title | Financial engineering |
| Remainder of title | : selected works of Alexander Lipton |
| Statement of responsibility, etc | /Alexander Lipton |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | New Jersey |
| Name of publisher, distributor, etc | : World Scientific |
| Date of publication, distribution, etc | , 2018 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxi, 608 pages |
| Dimensions | ; 25 cm |
| 365 ## - TRADE PRICE | |
| Price amount | 14119 |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Contents note | Part I. Exotic options --<br/>Passport to success --<br/>Similarities via self-similarities --<br/>Predictability and unpredictability in financial markets --<br/>Universal barriers --<br/>Pricing of vanilla and first-generation exotic options in the local stochastic volatility framework: survey and new results --<br/>Part II. Volatility smile --<br/>Black-scholes goes hypergeometric --<br/>The reduction method for valuing derivative securities --<br/>The vol smile problem --<br/>Assets with jumps --<br/>Stochastic volatility models and Kelvin waves --<br/>Filling the gaps --<br/>Asymtotics for exponential lévy processes and their volatility smile: survey and new results --<br/>Oscillating bachelier and black-scholes formulas --<br/>Part III. Credit risk --<br/>Dynamic credit models --<br/>Credit value adjustment for credit default swaps via the structural default model --<br/>Credit default swaps with and without counterparty and collateral adjustments --<br/>Pricing credit default swaps with bilateral value adjustments --<br/>Part IV. Money and markets --<br/>Trading strategies via book imbalance --<br/>Modern monetary circuit theory, stability of interconnected banking network, and balance sheet optimization for individual banks --<br/>Structural default model with mutual obligations. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Edited by Alexander Lipton (Quant of the Year, 2000), this volume is a collection of Lipton's important and original papers on financial engineering over his 20-year career as a preeminent quant working for leading financial institutions in New York, Chic |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Economics |
| 655 ## - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Financial engineering. |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Alexander Lipton |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Not For Loan | SNU LIBRARY | SNU LIBRARY | 07/07/2020 | Brijwasi Book Distributors | 14119.00 | 332.01 LIP | 27622 | 22/01/2024 | 07/07/2020 | Books |
