MARC details
| 000 -LEADER |
|---|
| fixed length control field |
03815nam a22009737a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20240111163147.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
240109s2020 enk b 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781119595595 |
| 040 ## - CATALOGING SOURCE |
|---|
| Transcribing agency |
QCPL |
| Description conventions |
rda |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.6457 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Cuthbertson, Keith |
| Relator term |
author |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Derivatives |
| Remainder of title |
: theory and practice |
| Statement of responsibility, etc. |
/ Keith Cuthbertson, Dirk Nitzsche, Niall O'Sullivan |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Chichester, West Sussex : |
| Name of producer, publisher, distributor, manufacturer |
Wiley, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2020 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xxxii, 880 pages |
| 336 ## - Content Type |
|---|
| Source |
rdacontent |
| Content type term |
text |
| 337 ## - MEDIA TYPE |
|---|
| Source |
rdamedia |
| Media type term |
unmediated |
| 338 ## - Carrier Type |
|---|
| Source |
rdacarrier |
| Carrier type term |
volume |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references (pages 867-869) and indexes. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 1. Derivative securities |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Part I. Forwards and futures |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 2. Future markets |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 3. Forward and future prices |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 4. Futures : hedging and speculation |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 5. Index futures |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 6. Strategies : stock index futures |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 7. Currency forwards and futures |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Part II. Fixed income : cash markets |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 8. Interest rates |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 9. Bond markets |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 10. Bonds : duration and convexity |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Part III. Fixed income futures contracts |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 11. Interest rates futures |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 12. Hedging with interest rate futures |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 13. T-bond futures |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Part IV. Options |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 14. Options markets |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 15. Uses of options |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 16. Black-Scholes model |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 17. Option strategies |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 18. Stock options and stock index options |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 19. Foreign currency options |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 20. Options on futures |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Part V. Options pricing |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 21. BOPM : introduction |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 22. BOPM : implementation |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 23. BOPM : extensions |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 24. Analysis of Black-Scholes |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 25. Pricing European options |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 26. Pricing options : Monte Carlo simulation |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Part VI. The Greeks |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 27. Delta hedging |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 28. The Greeks |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 29. Portfolio insurance |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Part VII. Advanced options |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 30. Other options |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 31. Exotic options |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 32. Energy and weather derivatives |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Part VIII. Swaps |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 33. Interest rate swaps |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 34. Pricing interest rate swaps |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 35. Other interest rate swaps |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 36. Currency swaps |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Part IX. Fixed income derivatives |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 38. T-bond option, caps, floors and collar |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 39. Swaptions, forward swaps, and MBS |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 40. Pricing fixed income |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 41. Pricing fixed income derivatives : BOPM |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Part X. Credit derivatives |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 42. Credit default swaps (CDS) |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 43. Securitisation, ABSs and CDOs |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Part XI. Market risk |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 44. Value at risk |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 45. VaR : other portfolios |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 46. VaR : alternative measures |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Part XII. Price dynamics |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 47. Assets price dynamics |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 48. Black-Scholes PDE |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 49. Equilibrium models : term structure |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Derivative securities |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Nitzsche, Dirk |
| Relator term |
author |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
O'Sullivan, Niall Michael |
| Relator term |
author |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Book |