Innovations in Derivatives Markets (Record no. 982)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 04621nam a22006735i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-3-319-33446-2 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20210511120646.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 161202s2016 gw | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783319334462 |
| -- | 978-3-319-33446-2 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1007/978-3-319-33446-2 |
| Source of number or code | doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HB135-147 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | KF |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT003000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | KF |
| Source | thema |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519 |
| Edition number | 23 |
| 245 10 - TITLE STATEMENT | |
| Title | Innovations in Derivatives Markets |
| Medium | [electronic resource] : |
| Remainder of title | Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation / |
| Statement of responsibility, etc. | edited by Kathrin Glau, Zorana Grbac, Matthias Scherer, Rudi Zagst. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1st ed. 2016. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Cham : |
| Name of producer, publisher, distributor, manufacturer | Springer International Publishing : |
| -- | Imprint: Springer, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2016. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | X, 449 p. 68 illus., 43 illus. in color. |
| Other physical details | online resource. |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Media type code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Carrier type code | cr |
| Source | rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS | |
| File type | text file |
| Encoding format | |
| Source | rda |
| 490 1# - SERIES STATEMENT | |
| Series statement | Springer Proceedings in Mathematics & Statistics, |
| International Standard Serial Number | 2194-1009 ; |
| Volume/sequential designation | 165 |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Foreword -- Preface -- Part I: Valuation Adjustments -- Part II: Fixed Income Modeling -- Part III: Financial Engineering. . |
| 506 0# - RESTRICTIONS ON ACCESS NOTE | |
| Terms governing access | Open Access |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, written by leading researchers in the field as well as experienced authors from the financial industry, present the state of the art in: • Modeling counterparty credit risk: credit valuation adjustment, debit valuation adjustment, funding valuation adjustment, and wrong way risk. • Pricing and hedging in fixed-income markets and multi-curve interest-rate modeling. • Recent developments concerning contingent convertible bonds, the measuring of basis spreads, and the modeling of implied correlations. The recent financial crisis has cast tremendous doubts on the classical view on derivative pricing. Now, counterparty credit risk and liquidity issues are integral aspects of a prudent valuation procedure and the reference interest rates are represented by a multitude of curves according to their different periods and maturities. A panel discussion included in the book (featuring Damiano Brigo, Christian Fries, John Hull, and Daniel Sommer) on the foundations of modeling and pricing in the presence of counterparty credit risk provides intriguing insights on the debate. . |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Economics, Mathematical . |
| 9 (RLIN) | 681 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Banks and banking. |
| 9 (RLIN) | 4759 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Statistics . |
| 9 (RLIN) | 134 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Mathematical models. |
| 9 (RLIN) | 1059 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Probabilities. |
| 9 (RLIN) | 418 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Financial engineering. |
| 9 (RLIN) | 4760 |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Quantitative Finance. |
| Authority record control number or standard number | https://scigraph.springernature.com/ontologies/product-market-codes/M13062 |
| 9 (RLIN) | 686 |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Banking. |
| Authority record control number or standard number | https://scigraph.springernature.com/ontologies/product-market-codes/626010 |
| 9 (RLIN) | 4761 |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Statistics for Business, Management, Economics, Finance, Insurance. |
| Authority record control number or standard number | https://scigraph.springernature.com/ontologies/product-market-codes/S17010 |
| 9 (RLIN) | 512 |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Mathematical Modeling and Industrial Mathematics. |
| Authority record control number or standard number | https://scigraph.springernature.com/ontologies/product-market-codes/M14068 |
| 9 (RLIN) | 1061 |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Probability Theory and Stochastic Processes. |
| Authority record control number or standard number | https://scigraph.springernature.com/ontologies/product-market-codes/M27004 |
| 9 (RLIN) | 4762 |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Financial Engineering. |
| Authority record control number or standard number | https://scigraph.springernature.com/ontologies/product-market-codes/612020 |
| 9 (RLIN) | 4763 |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Glau, Kathrin. |
| Relator term | editor. |
| Relationship | edt |
| -- | http://id.loc.gov/vocabulary/relators/edt |
| 9 (RLIN) | 3293 |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Grbac, Zorana. |
| Relator term | editor. |
| Relationship | edt |
| -- | http://id.loc.gov/vocabulary/relators/edt |
| 9 (RLIN) | 4764 |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Scherer, Matthias. |
| Relator term | editor. |
| Relationship | edt |
| -- | http://id.loc.gov/vocabulary/relators/edt |
| 9 (RLIN) | 3294 |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Zagst, Rudi. |
| Relator term | editor. |
| Relationship | edt |
| -- | http://id.loc.gov/vocabulary/relators/edt |
| 9 (RLIN) | 3295 |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
| 9 (RLIN) | 141 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9783319334455 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9783319334479 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9783319815145 |
| 773 ## - HOST ITEM ENTRY | |
| Title | Springer Nature Open Access eBook |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Springer Proceedings in Mathematics & Statistics, |
| International Standard Serial Number | 2194-1009 ; |
| Volume/sequential designation | 165 |
| 9 (RLIN) | 3296 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://doi.org/10.1007/978-3-319-33446-2">https://doi.org/10.1007/978-3-319-33446-2</a> |
| 912 ## - | |
| -- | ZDB-2-SMA |
| 912 ## - | |
| -- | ZDB-2-SXMS |
| 912 ## - | |
| -- | ZDB-2-SOB |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | e-Books |
| -- | Administrator Library |
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