Derivative Pricing : (Record no. 31642)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02879nam a2200241Ia 4500 |
| 001 - CONTROL NUMBER | |
| control field | 42669 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | IN-BdCUP |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20230421155237.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 230413s2023 000 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781138033351 |
| 040 ## - CATALOGING SOURCE | |
| Language of cataloging | eng |
| Transcribing agency | IN-BdCUP |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.6427 |
| Item number | LO |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Lo,Ambrose |
| 245 #0 - TITLE STATEMENT | |
| Title | Derivative Pricing : |
| Remainder of title | A Problem-Based Primer / |
| Statement of responsibility, etc. | Lo,Ambrose |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | London : |
| Name of publisher, distributor, etc. | Chapman & Hall/CRC press, |
| Date of publication, distribution, etc. | 2018. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xviii,432 p. ; |
| Dimensions | 24 cm. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | The proliferation of financial derivatives over the past decades, options in particular, has underscored the increasing importance of derivative pricing literacy among students, researchers, and practitioners. Derivative Pricing: A Problem-Based Primer demystifies the essential derivative pricing theory by adopting a mathematically rigorous yet widely accessible pedagogical approach that will appeal to a wide variety of audience. Abandoning the traditional black-box approach or theorists' pedantic approach, this textbook provides readers with a solid understanding of the fundamental mechanism of derivative pricing methodologies and their underlying theory through a diversity of illustrative examples. The abundance of exercises and problems makes the book well-suited as a text for advanced undergraduates, beginning graduates as well as a reference for professionals and researchers who need a thorough understanding of not only how, but also why derivative pricing works. It is especially ideal for students who need to prepare for the derivatives portion of the Society of Actuaries Investment and Financial Markets Exam. Features Lucid explanations of the theory and assumptions behind various derivative pricing models. Emphasis on intuitions, mnemonics as well as common fallacies. Interspersed with illustrative examples and end-of-chapter problems that aid a deep understanding of concepts in derivative pricing. Mathematical derivations, while not eschewed, are made maximally accessible. A solutions manual is available for qualified instructors. The Author Ambrose Lo is currently Assistant Professor of Actuarial Science at the Department of Statistics and Actuarial Science at the University of Iowa. He received his Ph.D. in Actuarial Science from the University of Hong Kong in 2014, with dependence structures, risk measures, and optimal reinsurance being his research interests. He is a Fellow of the Society of Actuaries (FSA) and a Chartered Enterprise Risk Analyst (CERA). His research papers have been published in top-tier actuarial journals, such as ASTIN Bulletin: The Journal of the International Actuarial Association, Insurance: Mathematics and Economics, and Scandinavian Actuarial Journal. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Derivative securities |
| Topical term or geographic name entry element | Derivative pricing |
| Topical term or geographic name entry element | Pricing and Hedging of Derivatives |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Book |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Source of acquisition | Cost, normal purchase price | Bill number | Total checkouts | Full call number | Barcode | Date last seen | Actual Cost, replacement price | Bill Date | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Ranganathan Library | Ranganathan Library | 22/06/2020 | Indu Book Service, New delhi | 7212.00 | 281 | 332.6427 LO | 038015 | 13/04/2023 | 4668.00 | 31/01/2020 | Book |