| 000 -LEADER |
|---|
| fixed length control field |
nam a22 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
240220b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781482244069 |
| Terms of availability |
hbk |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.632220151922 |
| Item number |
BER |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Bergomi, Lorenzo |
| 245 ## - TITLE STATEMENT |
|---|
| Title |
Stochastic volatility modeling |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Name of publisher, distributor, etc |
CRC Press, |
| Place of publication, distribution, etc |
Boca Raton : |
| Date of publication, distribution, etc |
2016 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xvi, 506 p. ; |
| Other physical details |
ill., |
| Dimensions |
24 cm |
| 365 ## - TRADE PRICE |
|---|
| Price amount |
84.99 |
| Price type code |
$ |
| Unit of pricing |
86.50 |
| 490 ## - SERIES STATEMENT |
|---|
| Series statement |
Chapman & Hall CRC financial mathematics series |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and index. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
Packed with insights, Lorenzo Bergomi's Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in the modeling of derivatives, including:Which trading issues do we tackle with stochastic volatility? How do we design models and assess their relevance? How do we tell which models are usable and when does c. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Stochastic models |
|
|---|
| Topical term or geographic name as entry element |
Finance and Accounting |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Item type |
Books |