MARC details
| 000 -LEADER |
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| fixed length control field |
01962nam a2200349 i 4500 |
| 001 - CONTROL NUMBER |
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| control field |
CR9781108975537 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
UkCbUP |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20240807115158.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
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| fixed length control field |
m|||||o||d|||||||| |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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| fixed length control field |
cr|||||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
200814s2020||||enk o ||1 0|eng|d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781108975537 (ebook) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| Canceled/invalid ISBN |
9781108972123 (paperback) |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
UkCbUP |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Transcribing agency |
UkCbUP |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HG4651 |
| Item number |
.N94 2020 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332.6323 |
| Edition number |
23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Nyholm, Ken, |
| Relator term |
author. |
| 245 12 - TITLE STATEMENT |
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| Title |
A practitioner's guide to discrete-time yield curve modelling : |
| Remainder of title |
with empirical illustrations and MATLAB examples / |
| Statement of responsibility, etc. |
Ken Nyholm. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Cambridge : |
| Name of producer, publisher, distributor, manufacturer |
Cambridge University Press, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2020. |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
1 online resource (143 pages) : |
| Other physical details |
digital, PDF file(s). |
| 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 |
| 490 1# - SERIES STATEMENT |
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| Series statement |
Cambridge elements. Elements in quantitative finance, |
| International Standard Serial Number |
2631-8571 |
| 500 ## - GENERAL NOTE |
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| General note |
Title from publisher's bibliographic system (viewed on 11 Jan 2021). |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
This Element is intended for students and practitioners as a gentle and intuitive introduction to the field of discrete-time yield curve modelling. I strive to be as comprehensive as possible, while still adhering to the overall premise of putting a strong focus on practical applications. In addition to a thorough description of the Nelson-Siegel family of model, the Element contains a section on the intuitive relationship between P and Q measures, one on how the structure of a Nelson-Siegel model can be retained in the arbitrage-free framework, and a dedicated section that provides a detailed explanation for the Joslin, Singleton, and Zhu (2011) model. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Bonds |
| General subdivision |
Mathematical models. |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
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| Relationship information |
Print version: |
| International Standard Book Number |
9781108972123 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Cambridge elements. |
| Name of part/section of a work |
Elements in quantitative finance, |
| International Standard Serial Number |
2631-8571. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
<a href="https://doi.org/10.1017/9781108975537">https://doi.org/10.1017/9781108975537</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
eBooks |
