Derivatives : (Record no. 25723)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02135nam a22003017a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20201110075922.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 201110b ||||| |||| 00| 0 eng d |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | CvSU Main Campus Library |
| Description conventions | rda |
| 050 ## - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG6024 |
| Item number | A3Su7 2016 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| 9 (RLIN) | 1337 |
| Personal name | Sundaram, Rangarajan K. |
| Relator term | author |
| 245 ## - TITLE STATEMENT | |
| Title | Derivatives : |
| Remainder of title | principles and practice / |
| Statement of responsibility, etc. | Rangarajan K. Sundaram and Sanjiv R. Das. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | Second edition. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | International edition. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | New York, NY : |
| Name of publisher, distributor, etc. | McGraw-Hill Education, |
| Date of publication, distribution, etc. | 2016, c2016. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxii, 886 pages : |
| Other physical details | illustrations ; |
| Dimensions | 25 cm. |
| 336 ## - CONTENT TYPE | |
| Source | rdacontent |
| Content type term | text |
| 337 ## - MEDIA TYPE | |
| Source | rdamedia |
| Media type term | unmediated |
| 338 ## - CARRIER TYPE | |
| Source | rdacarrier |
| Carrier type term | volume |
| 490 ## - SERIES STATEMENT | |
| Series statement | The McGraw-Hill/Irwin series in finance, insurance, and real estate. |
| 490 ## - SERIES STATEMENT | |
| Series statement | McGraw-Hill/Irwin series in finance, insurance, and real estate. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | Includes bibliographical references and index. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Introduction -- Part 1: Futures and Forwards -- Future markets -- Pricing forwards and futures I: the basic theory -- Pricing forwards and futures II: building on the foundations -- Hedging with futures and forwards -- Interest-Rate forwards and futures -- Part Two: Options -- Options markets -- Options: payoffs and trading strategies -- No arbitrage restrictions on option prices -- Early exercise and put-call parity -- Option pricing: a first pass -- Binomial option pricing -- Implementing binomial models -- The Black-scholes model -- The Mathematics of Black-Scholes -- Options modeling: beyond Black-Scholes -- Sensitivity analysis: the option "Greeks" -- Exotic options I: path-independent options -- Exotic options II: path-dependent options -- Value-at-Risk -- Convertible bonds -- Real options -- Part III Swaps -- Part IV: Interest Rate Modeling -- Part V: Credit Risk -- Part VI: Computation (Web chapters available at www.mhle.com/sd2e |
| 541 ## - IMMEDIATE SOURCE OF ACQUISITION NOTE | |
| Source of acquisition | Fund 164 |
| Vendor | SERV Enterprises |
| Method of acquisition | Purchased |
| Date of acquisition | 08/09/2018 |
| Accession number | 76581 |
| Owner | nej |
| Purchase price | 3,784.00 |
| PO No. | 2018-06-610 |
| ICS or PAR No. | 2018-1-0318 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| 9 (RLIN) | 1338 |
| Topical term or geographic name entry element | Derivative securities |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| 9 (RLIN) | 1339 |
| Personal name | Das, Sanjiv R. (Sanjiv Ranjan) |
| Relator term | author |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Library of Congress Classification |
| Koha item type | Books |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Coded location qualifier | Cost, normal purchase price | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type | Public note |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Library of Congress Classification | Room use only | Non-fiction | Ladislao N. Diwa Memorial Library | Ladislao N. Diwa Memorial Library | Reserve Section | 08/09/2018 | Fund 164 | RUS | 3784.00 | RUS HG6024 A3Su7 2016 | 00076491 | 11/10/2020 | 11/10/2020 | Books | 76581 |