MARC details
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04948cam a2200457Mi 4500 |
| 001 - CONTROL NUMBER |
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ocn868286679 |
| 003 - CONTROL NUMBER IDENTIFIER |
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OCoLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20240726105503.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
140117s2013 xx o 000 0 eng d |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
IDEBK |
| Language of cataloging |
eng |
| Description conventions |
pn |
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rda |
| Transcribing agency |
IDEBK |
| Modifying agency |
EBLCP |
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MHW |
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CDX |
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OCLCQ |
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DEBSZ |
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CSJ |
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NT |
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YDXCP |
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ZCU |
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OCLCF |
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CNSPO |
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UKMGB |
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E7B |
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OCLCO |
| 016 7# - NATIONAL BIBLIOGRAPHIC AGENCY CONTROL NUMBER |
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| Record control number |
016503018 |
| Source |
Uk |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780191644689 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780199666584 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780199666591 |
| 050 04 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HG176 |
| Item number |
.I587 2013 |
| 049 ## - LOCAL HOLDINGS (OCLC) |
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| Holding library |
MAIN |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Blyth, Stephen. |
| Relator term |
Author |
| 245 10 - TITLE STATEMENT |
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| Title |
Introduction to Quantitative Finance |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
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| Name of publisher, distributor, etc. |
Oxford University Press, USA, |
| Date of publication, distribution, etc. |
(c)2013. |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
1 online resource. |
| 336 ## - CONTENT TYPE |
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| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
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| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
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| File type |
data file |
| Source |
rda |
| 520 0# - SUMMARY, ETC. |
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| Summary, etc. |
The worlds of Wall Street and The City have always held a certain allure, but in recent years have left an indelible mark on the wider public consciousness and there has been a need to become more financially literate. The quantitative nature of complex financial transactions makes them a fascinating subject area for mathematicians of all types, whether for general interest or because of the enormous monetary rewards on offer. An Introduction to Quantitative Finance concerns financial derivatives - a derivative being a contract between two entities whose value derives from the price of an unde. |
| 505 00 - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Cover; Contents; PART I: PRELIMINARIES; 1 Preliminaries; 1.1 Interest rates and compounding; 1.2 Zero coupon bonds and discounting; 1.3 Annuities; 1.4 Daycount conventions; 1.5 An abridged guide to stocks, bonds and FX; 1.6 Exercises; PART II: FORWARDS, SWAPS AND OPTIONS; 2 Forward contracts and forward prices; 2.1 Derivative contracts; 2.2 Forward contracts; 2.3 Forward on asset paying no income; 2.4 Forward on asset paying known income; 2.5 Review of assumptions; 2.6 Value of forward contract; 2.7 Forward on stock paying dividends and on currency; 2.8 Physical versus cash settlement |
| 505 00 - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
2.9 Summary2.10 Exercises; 3 Forward rates and libor; 3.1 Forward zero coupon bond prices; 3.2 Forward interest rates; 3.3 Libor; 3.4 Forward rate agreements and forward libor; 3.5 Valuing floating and flxed cashflows; 3.6 Exercises; 4 Interest rate swaps; 4.1 Swap definition; 4.2 Forward swap rate and swap value; 4.3 Spot-starting swaps; 4.4 Swaps as difference between bonds; 4.5 Exercises; 5 Futures contracts; 5.1 Futures definition; 5.2 Futures versus forward prices; 5.3 Futures on libor rates; 5.4 Exercises; 6 No-arbitrage principle; 6.1 Assumption of no-arbitrage |
| 505 00 - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
6.2 Monotonicity theorem6.3 Arbitrage violations; 6.4 Exercises; 7 Options; 7.1 Option definitions; 7.2 Put-call parity; 7.3 Bounds on call prices; 7.4 Call and put spreads; 7.5 Butterflies and convexity of option prices; 7.6 Digital options; 7.7 Options on forward contracts; 7.8 Exercises; PART III: REPLICATION, RISK-NEUTRALITY AND THE FUNDAMENTAL THEOREM; 8 Replication and risk-neutrality on the binomial tree; 8.1 Hedging and replication in the two-state world; 8.2 Risk-neutral probabilities; 8.3 Multiple time steps; 8.4 General no-arbitrage condition; 8.5 Exercises |
| 505 00 - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
9 Martingales, numeraires and the fundamental theorem9.1 Definition of martingales; 9.2 Numeraires and fundamental theorem; 9.3 Change of numeraire on binomial tree; 9.4 Fundamental theorem: a pragmatic example; 9.5 Fundamental theorem: summary; 9.6 Exercises; 10 Continuous-time limit and Black-Scholes formula; 10.1 Lognormal limit; 10.2 Risk-neutral limit; 10.3 Black-Scholes formula; 10.4 Properties of Black-Scholes formula; 10.5 Delta and vega; 10.6 Incorporating random interest rates; 10.7 Exercises; 11 Option price and probability duality |
| 505 00 - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
11.1 Digitals and cumulative distribution function11.2 Butterflies and risk-neutral density; 11.3 Calls as spanning set; 11.4 Implied volatility; 11.5 Exercises; PART IV: INTEREST RATE OPTIONS; 12 Caps, floors and swaptions; 12.1 Caplets; 12.2 Caplet valuation and forward numeraire; 12.3 Swaptions and swap numeraire; 12.4 Summary; 12.5 Exercises; 13 Cancellable swaps and Bermudan swaptions; 13.1 European cancellable swaps; 13.2 Callable bonds; 13.3 Bermudan swaptions; 13.4 Bermudan swaption exercise criteria; 13.5 Bermudan cancellable swaps and callable bonds; 13.6 Exercises |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc. note |
Includes bibliographies and index. |
| 530 ## - COPYRIGHT INFORMATION: |
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| COPYRIGHT INFORMATION |
COPYRIGHT NOT covered - Click this link to request copyright permission: |
| Uniform Resource Identifier |
<a href="b">b</a> |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Finance |
| General subdivision |
Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Finance |
| General subdivision |
Statistical methods. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Business mathematics. |
| 655 #1 - INDEX TERM--GENRE/FORM |
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| Genre/form data or focus term |
Electronic Books. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
<a href="https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=683935&site=eds-live&custid=s3260518">https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=683935&site=eds-live&custid=s3260518</a> |
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Click to access digital title | log in using your CIU ID number and my.ciu.edu password |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Koha item type |
Online Book (LOGIN USING YOUR MY CIU LOGIN AND PASSWORD) |
| DONATED BY: |
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| VENDOR |
EBSCO |
| Classification part |
HG. |
| PUBLICATION YEAR |
2013 |
| LOCATION |
ONLINE |
| REQUESTED BY: |
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NFIC |
| Source of classification or shelving scheme |
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| 994 ## - |
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92 |
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NT |
| 902 ## - LOCAL DATA ELEMENT B, LDB (RLIN) |
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| a |
1 |
| b |
Cynthia Snell |
| c |
1 |
| d |
Cynthia Snell |