Semiparametric modeling of implied volatility (Record no. 167215)
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000 -LEADER | |
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fixed length control field | 00604nam a2200193Ia 4500 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9783540262343 |
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 332.63222 |
Item number | P05 |
100 ## - MAIN ENTRY--PERSONAL NAME | |
Personal name | Fengler, Matthias R |
245 ## - TITLE STATEMENT | |
Title | Semiparametric modeling of implied volatility |
Remainder of title | |
Statement of responsibility, etc. | by Matthias R Fengler |
260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
Place of publication, distribution, etc. | Netherlands |
Name of publisher, distributor, etc. | Springer |
Date of publication, distribution, etc. | 2005 |
300 ## - PHYSICAL DESCRIPTION | |
Extent | xv, 224p. |
690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
Topical term or geographic name as entry element | Pricing; volatility |
919 ## - | |
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964 ## - | |
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Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Date acquired | Cost, normal purchase price | Total Checkouts | Full call number | Barcode | Koha item type |
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Mathematics | Mathematics | 08/03/2010 | 3034.38 | 332.63222 P05 | 185000 | Book |