Stochastic Volatility Modeling (Record no. 114588)
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| 000 -LEADER | |
|---|---|
| fixed length control field | nam a22 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20190412114129.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 190408b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781482244069 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.6322 |
| Item number | BER |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Bergomi, Lorenzo |
| 9 (RLIN) | 36961 |
| 245 ## - TITLE STATEMENT | |
| Title | Stochastic Volatility Modeling |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc. | CRC Press |
| Date of publication, distribution, etc. | 2016 |
| Place of publication, distribution, etc. | Boca Raton |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 506p |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | Chapman and Hall/CRC Financial Mathematics Series |
| 9 (RLIN) | 36962 |
| 500 ## - GENERAL NOTE | |
| General note | 1. Introduction<br/>2. Local volatility<br/>3. Forward-start options<br/>4. Stochastic volatility - introduction<br/>5. Variance swaps<br/>6. An example of one-factor dynamics: the Heston model<br/>7. Forward variance models<br/>8. The smile of stochastic volatility models<br/>9. Linking static and dynamic properties of stochastic volatility models<br/>10. What causes equity smiles?<br/>11. Multi-asset stochastic volatility<br/>12. Local-stochastic volatility models |
| 600 ## - SUBJECT ADDED ENTRY--PERSONAL NAME | |
| Personal name | Finance - Mathematical models |
| 9 (RLIN) | 36963 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Book |
| Call number prefix | 332.6322 |
| Call number suffix | BER |
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