Volatility surface and term structure (Record no. 12888)

MARC details
000 -LEADER
fixed length control field 01674nam a2200349Ia 4500
001 - CONTROL NUMBER
control field 9780203732014
003 - CONTROL NUMBER IDENTIFIER
control field BD-DhSAU
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20151012151722.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS
fixed length control field a|||||s|||||||||||
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 130722s2013 enkad sb 001 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780203732014 (e-book : PDF)
040 ## - CATALOGING SOURCE
Original cataloging agency BD-DhSAU
Transcribing agency BD-DhSAU
090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (OCLC)
Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) HG6042
Local cutter number (OCLC) ; Book number/undivided call number, CALL (RLIN) .Z466 2013
092 ## - LOCALLY ASSIGNED DEWEY CALL NUMBER (OCLC)
Classification number 332.6453
Item number Z638
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Zhou, Shifei.
245 10 - TITLE STATEMENT
Title Volatility surface and term structure
Medium [electronic resource] :
Remainder of title high-profit options trading strategies /
Statement of responsibility, etc. Shifei Zhou ... [et al.].
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc. Abingdon, Oxon :
Name of publisher, distributor, etc. Routledge,
Date of publication, distribution, etc. 2013.
300 ## - PHYSICAL DESCRIPTION
Extent x, 87 p. :
Other physical details ill.
490 0# - SERIES STATEMENT
Series statement Routledge advances in risk management ;
Volume/sequential designation 1
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references and index.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note 1. Introduction -- 2. A novel model-free term structure for stock prediction -- 3. An adaptive correlation heston model for stock prediction -- 4. The algorithm to control risk using options -- 5. Option strategies : evaluation criteria and optimization -- 6. A novel mean reversion-based local volatility model -- 7. Regression-based correlation modeling for heston model -- 8. Index option strategies : comparison and self-risk management -- 9. Call-put term structure spread-based Hang Seng Index analysis.
530 ## - ADDITIONAL PHYSICAL FORM AVAILABLE NOTE
Additional physical form available note Also available in print edition.
538 ## - SYSTEM DETAILS NOTE
System details note Mode of access: World Wide Web.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Stock options.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Options (Finance)
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Investments.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Speculation.
655 #7 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
Source of term lcsh
776 1# - ADDITIONAL PHYSICAL FORM ENTRY
International Standard Book Number 9780415826204 (hardback)
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://www.tandfebooks.com/isbn/9780203732014">http://www.tandfebooks.com/isbn/9780203732014</a>

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