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Dynamic copula methods in finance / (Record no. 63527)

MARC details
000 -LEADER
fixed length control field 04557cam a2200757Ka 4500
001 - CONTROL NUMBER
control field sulb-eb0031875
003 - CONTROL NUMBER IDENTIFIER
control field BD-SySUS
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20170713221313.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS
fixed length control field m o d
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr cn|||||||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 120712s2012 njua ob 001 0 eng d
040 ## - CATALOGING SOURCE
Original cataloging agency DG1
Language of cataloging eng
Description conventions pn
Transcribing agency DG1
Modifying agency OCLCO
-- OCLCQ
-- OCLCF
-- OCLCA
-- CDX
-- YDXCP
-- IDEBK
-- RECBK
-- DEBBG
-- EBLCP
-- OCLCQ
-- S2H
-- OCLCQ
-- BD-SySUS
019 ## -
-- 759036818
-- 762325055
-- 778615829
-- 816866866
-- 865004732
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781118467404
Qualifying information (electronic bk.)
International Standard Book Number 111846740X
Qualifying information (electronic bk.)
International Standard Book Number 9780470683071
Qualifying information (Cloth)
International Standard Book Number 0470683074
Qualifying information (Cloth)
International Standard Book Number 1119954517
Qualifying information (electronic bk.)
International Standard Book Number 9781119954514
Qualifying information (electronic bk.)
International Standard Book Number 128329530X
International Standard Book Number 9781283295307
International Standard Book Number 9781119954521
Qualifying information (electronic bk.)
International Standard Book Number 1119954525
Qualifying information (electronic bk.)
024 8# - OTHER STANDARD IDENTIFIER
Standard number or code 9786613295309
028 01 - PUBLISHER NUMBER
Publisher number EB00064330
Source Recorded Books
029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC)
OCLC library identifier DEBBG
System control number BV041910548
OCLC library identifier GBVCP
System control number 790038064
OCLC library identifier NZ1
System control number 15921967
OCLC library identifier DEBBG
System control number BV043394765
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)798928659
Canceled/invalid control number (OCoLC)759036818
-- (OCoLC)762325055
-- (OCoLC)778615829
-- (OCoLC)816866866
-- (OCoLC)865004732
037 ## - SOURCE OF ACQUISITION
Stock number 10.1002/9781118467404
Source of stock number/acquisition Wiley InterScience
Note http://www3.interscience.wiley.com
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG106
Item number .D96 2012
072 #7 - SUBJECT CATEGORY CODE
Subject category code KFF
Source bicssc
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.01/519233
Edition number 23
084 ## - OTHER CLASSIFICATION NUMBER
Classification number BUS027000
Number source bisacsh
049 ## - LOCAL HOLDINGS (OCLC)
Holding library MAIN
245 00 - TITLE STATEMENT
Title Dynamic copula methods in finance /
Statement of responsibility, etc. Umberto Cherubini [and others].
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc. Hoboken, NJ :
Name of publisher, distributor, etc. Wiley,
Date of publication, distribution, etc. 2012.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource (x, 274 pages) :
Other physical details illustrations.
336 ## - CONTENT TYPE
Content type term text
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term computer
Media type code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term online resource
Carrier type code cr
Source rdacarrier
490 1# - SERIES STATEMENT
Series statement Wiley finance series
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Front Matter -- Correlation Risk in Finance -- Copula Functions: The State of the Art -- Copula Functions and Asset Price Dynamics -- Copula-based Econometrics of Dynamic Processes -- Multivariate Equity Products -- Multivariate Credit Products -- Risk Capital Management -- Frontier Issues -- Appendix A: Elements of Probability -- Appendix B: Elements of Stochastic Processes Theory -- References -- Extra Reading -- Index.
520 ## - SUMMARY, ETC.
Summary, etc. "The latest tools and techniques for pricing and risk management. This book introduces readers to the use of copula functions to represent the dynamics of financial assets and risk factors, integrated temporal and cross-section applications. The first part of the book will briefly introduce the standard the theory of copula functions, before examining the link between copulas and Markov processes. It will then introduce new techniques to design Markov processes that are suited to represent the dynamics of market risk factors and their co-movement, providing techniques to both estimate and simulate such dynamics. The second part of the book will show readers how to apply these methods to the evaluation of pricing of multivariate derivative contracts in the equity and credit markets. It will then move on to explore the applications of joint temporal and cross-section aggregation to the problem of risk integration."--
Assigning source Provided by publisher.
Summary, etc. "This book will introduce readers to the use of copula functions to represent the dynamics of financial assets and risk factors, integrated temporal and cross-section applications"--
Assigning source Provided by publisher.
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references and index.
588 0# - SOURCE OF DESCRIPTION NOTE
Source of description note Print version record.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Finance
General subdivision Mathematical models.
Topical term or geographic name as entry element BUSINESS & ECONOMICS
General subdivision Finance.
Source of heading or term bisacsh
Topical term or geographic name as entry element Finance
General subdivision Mathematical models.
Source of heading or term fast
Authority record control number (OCoLC)fst00924398
655 #4 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Cherubini, Umberto.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element Wiley InterScience (Online service)
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Relationship information Print version:
Title Dynamic copula methods in finance.
Place, publisher, and date of publication Hoboken, NJ : Wiley, 2012
International Standard Book Number 9780470683071
Record control number (DLC) 2011034154
-- (OCoLC)731913189
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Wiley finance series.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://onlinelibrary.wiley.com/book/10.1002/9781118467404">http://onlinelibrary.wiley.com/book/10.1002/9781118467404</a>
Public note Wiley Online Library [Free Download only for SUST IP]
938 ## -
-- Coutts Information Services
-- COUT
-- 19726802
-- 70.00 GBP
-- EBL - Ebook Library
-- EBLB
-- EBL4041234
-- Ingram Digital eBook Collection
-- IDEB
-- 329530
-- Recorded Books, LLC
-- RECE
-- rbeEB00064330
-- YBP Library Services
-- YANK
-- 7209596
-- YBP Library Services
-- YANK
-- 12678369
-- YBP Library Services
-- YANK
-- 10004646
994 ## -
-- 92
-- DG1

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