INTEREST RATE MODELING (Record no. 68315)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03084cam a2200481M 4500 |
| 001 - CONTROL NUMBER | |
| control field | 9781003389101 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | FlBoTFG |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20251030122308.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
| fixed length control field | m o d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr |n||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 240706s2024 xx o 0|| 0 eng d |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | OCoLC-P |
| Language of cataloging | eng |
| Transcribing agency | OCoLC-P |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781040103128 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 104010312X |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781003389101 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1003389104 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781040103074 |
| Qualifying information | (electronic bk. : PDF) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1040103073 |
| Qualifying information | (electronic bk. : PDF) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 1032483555 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 9781032483559 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1201/9781003389101 |
| Source of number or code | doi |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)1443763052 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC-P)1443763052 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG6024.5 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | BUS |
| Subject category code subdivision | 027000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBW |
| Source | bicssc |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Wu, Lixin, |
| Dates associated with a name | 1961- |
| Relator term | author. |
| -- | https://id.oclc.org/worldcat/entity/E39PCjM8tPbcHJQVCGvVB3WTwP |
| 9 (RLIN) | 96253 |
| 245 10 - TITLE STATEMENT | |
| Title | INTEREST RATE MODELING |
| Medium | [electronic resource] : |
| Remainder of title | theory and practice. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | Third edition. |
| 260 ## - Date publicare | |
| Place of publication, distribution, etc. | [S.l.] : |
| Name of publisher, distributor, etc. | CHAPMAN & HALL CRC, |
| Date of publication, distribution, etc. | 2024. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource |
| 490 0# - SERIES STATEMENT | |
| Series statement | Chapman and Hall/CRC financial mathematics series |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Containing many results that are new, or which exist only in recent research articles,this thoroughly revised third edition of Interest Rate Modeling: Theory and Practice, Third Edition portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and computation. It introduces all models with financial-economical justifications, develops options along the martingale approach, and handles option evaluations with precise numerical methods. Features Presents a complete cycle of model construction and applications, showing readers how to build and use models Provides a systematic treatment of intriguing industrial issues, such as volatility smiles and correlation adjustments Contains exercise sets and a number of examples, with many based on real market data Includes comments on cutting-edge research, such as volatility-smile, positive interest-rate models, and convexity adjustment New to the Third edition Introduction of Fed fund market and Fed fund futures Replacement of the forward-looking USD LIBOR by the backward-looking SOFR term rates in the market model, and the deletion of dual-curve market model developed especially for the post-crisis derivatives markets New chapters on LIBOR Transition and SOFR Derivatives Markets |
| 588 ## - SOURCE OF DESCRIPTION NOTE | |
| Source of description note | OCLC-licensed vendor bibliographic record. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| General subdivision | Mathematical models. |
| 9 (RLIN) | 96254 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| General subdivision | Mathematical models. |
| 9 (RLIN) | 96255 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| Source of heading or term | bisacsh |
| 9 (RLIN) | 64516 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | Taylor & Francis |
| Uniform Resource Identifier | <a href="https://www.taylorfrancis.com/books/9781003389101">https://www.taylorfrancis.com/books/9781003389101</a> |
| 856 42 - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | OCLC metadata license agreement |
| Uniform Resource Identifier | <a href="http://www.oclc.org/content/dam/oclc/forms/terms/vbrl-201703.pdf">http://www.oclc.org/content/dam/oclc/forms/terms/vbrl-201703.pdf</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | |
No items available.