The Mathematics of Financial Models: Solving Real World Problems with Quantitative Methods (Record no. 92811)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02352 am a2200229 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20150421091755.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 150216b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118004616 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.015195 |
| Item number | RAV |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Ravindran, Kannoo |
| 245 ## - TITLE STATEMENT | |
| Title | The Mathematics of Financial Models: Solving Real World Problems with Quantitative Methods |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Date of publication, distribution, etc. | 2014 |
| Name of publisher, distributor, etc. | John Wiley & Sons Inc |
| Place of publication, distribution, etc. | New Jersey |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 331p |
| 365 ## - TRADE PRICE | |
| Price note | 95.00 (US$) |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | Wiley Finance Series |
| 500 ## - GENERAL NOTE | |
| General note | Machine generated contents note: ch. 1 Setting the Stage<br/>Why Is This Book Different?<br/>Road Map of the Book<br/>References<br/>ch. 2 Building Zero Curves<br/>Market Instruments<br/>Linear Interpolation<br/>Cubic Splining<br/>Appendix: Finding Swap Rates Using a Floating Coupon Bond Approach<br/>ch. 3 Valuing Vanilla Options<br/>Black-Scholes Formulae<br/>Adaptations of the Black-Scholes Formulae<br/>Limitations of the Black-Scholes Formulae<br/>Application in Currency Risk Management<br/>Appendix<br/>ch. 4 Simulations<br/>Uniform Number Generation<br/>Non-Uniform Number Generation<br/>Applications of Simulations<br/>Variance Reduction Techniques<br/>ch. 5 Valuing Exotic Options<br/>Valuing Path-Independent, European-Style Options on a Single Variable<br/>Valuing Path-Dependent, European-Style Options on a Single Variable<br/>Valuing Path-Independent, European-Style Options on Two Variables<br/>Contents note continued: Valuing Path-Dependent, European-Style Options on Multiple Variables<br/>ch. 6 Estimating Model Parameters<br/>Calibration of Parameters in the Black-Scholes Model<br/>Using Implied Black-Scholes Volatility Surface and Zero Rate Term Structure to Value Options<br/>Using Volatility Surface<br/>Calibration of Interest Rate Option Model Parameters<br/>Statistical Estimation<br/>ch. 7 The Effectiveness of Hedging Strategies<br/>Delta Hedging<br/>Assumptions Underlying Delta Hedging<br/>Beyond Delta Hedging<br/>Testing Hedging Strategies<br/>Analysis Associated with the Hedging of a European-Style Vanilla Put Option<br/>ch. 8 Valuing Variable Annuity Guarantees<br/>Basic GMDB<br/>Death Benefit Riders<br/>Other Details Associated with GMDB Products<br/>Improving Modeling Assumptions<br/>Living Benefit Riders<br/>ch. 9 Real Options<br/>Surrendering a GMAB Rider |
| 600 ## - SUBJECT ADDED ENTRY--PERSONAL NAME | |
| Personal name | Business Mathematics |
| 600 ## - SUBJECT ADDED ENTRY--PERSONAL NAME | |
| Personal name | Finance - Mathematical Models |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Book |
| Call number prefix | 332.015195 |
| Call number suffix | RAV |
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