Dynamic copula methods in finance / (Record no. 63527)
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| 000 -LEADER | |
|---|---|
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| 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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