MARC details
| 000 -LEADER |
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| fixed length control field |
02034nam a2200361 i 4500 |
| 001 - CONTROL NUMBER |
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| control field |
CR9781009339278 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
UkCbUP |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20240909192314.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
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| fixed length control field |
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| 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 |
220805s2022||||enk o ||1 0|eng|d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781009339278 (ebook) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| Canceled/invalid ISBN |
9781009339285 (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 |
HG6024.A3 |
| Item number |
.H34 2022 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332.63228 |
| Edition number |
23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Hagan, Patrick S., |
| Relator term |
author. |
| 245 10 - TITLE STATEMENT |
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| Title |
Girsanov, numeraires, and all that / |
| Statement of responsibility, etc. |
Patrick S. Hagan, Andew Lesniewski. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
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| 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 |
2022. |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
1 online resource (43 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 28 Oct 2022). |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
In this Element the authors review the technique of the change of numeraire in the martingale approach to option pricing. Their intention is to present a reader friendly explanation of the technique itself, and illustrate how it is applied in various fields of quantitative finance as the basis for building option valuation models. They start with an informal review of Girsanov's theorem, followed by a brief summary of the basic concepts of the arbitrage free pricing, and the technique of change of numeraire. This is followed by a number of applications of the change of numeraire technique including interest rate models, FX quanto adjustments, credit risk modeling, mortgage backed securities, and CMS rates. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Options (Finance) |
| General subdivision |
Prices |
| -- |
Mathematical models. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Lesniewski, Andew, |
| Relator term |
author. |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Relationship information |
Print version: |
| International Standard Book Number |
9781009339285 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
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| 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/10.1017/9781009339278">https://doi.org/10.1017/9781009339278</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
eBooks |
