MARC details
| 000 -LEADER |
|---|
| fixed length control field |
03070nam a22003617a 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
19063370 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
IIITD |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20221202020002.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
160421s2016 njua 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2016012191 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781118959169 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Transcribing agency |
DLC |
| Description conventions |
rda |
| Modifying agency |
DLC |
| 042 ## - AUTHENTICATION CODE |
|---|
| Authentication code |
pcc |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG106 |
| Item number |
.D48 2016 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.63 |
| Item number |
DER-V |
| 084 ## - OTHER CLASSIFICATION NUMBER |
|---|
| Classification number |
BUS027000 |
| Source of number |
bisacsh |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Derman, Emanuel |
| 245 14 - TITLE STATEMENT |
|---|
| Title |
The volatility smile |
| Statement of responsibility, etc |
by Emanuel Derman and Michael B. Miller |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Hoboken : |
| Name of publisher, distributor, etc |
Wiley, |
| Date of publication, distribution, etc |
©2016 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xv, 512 p. : |
| Other physical details |
ill. ; |
| Dimensions |
24 cm. |
| 490 0# - SERIES STATEMENT |
|---|
| Series statement |
The Wiley finance series |
| 500 ## - GENERAL NOTE |
|---|
| General note |
This book includes index. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
"The Volatility Smile: An Introduction for Students and Practitioners The Black-Scholes-Merton options model was the greatest innovation of 20th Century finance, and remains the most widely applied theory in all of finance. Despite this success, the model is fundamentally at odds with the observed behavior of option markets: a graph of implied volatilities against strike will typically display a curve or skew, which practitioners refer to as the smile, and which the model cannot explain. Option valuation is not a solved problem, and the past forty years have witnessed an abundance of new models that try to reconcile theory with markets. The Volatility Smile presents a unified treatment of the Black-Scholes-Merton model and the more advanced models that have replaced it. It is also a book about the principles of financial valuation and how to apply them. Celebrated author and quant Emanuel Derman and Michael B. Miller explain not just the mathematics but the ideas behind the models. By examining the foundations, the implementation, and the pros and cons of various models, and by carefully exploring their derivations and their assumptions, readers will learn not only how to handle the volatility smile but how to evaluate and build their own financial models. Topics covered include: The principles of valuation Static and dynamic replication The Black-Scholes-Merton model Hedging strategies Transaction costs The behavior of the volatility smile Implied distributions Local volatility models Stochastic volatility models Jump-diffusion models"-- |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
"The Volatility Smile presents a unified treatment of the Black-Scholes-Merton model and the more advanced models that have replaced it. It is also a book about the principles of financial valuation and how to apply them"-- |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Finance |
| General subdivision |
Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Securities |
| General subdivision |
Valuation. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
BUSINESS & ECONOMICS / Finance. |
| Source of heading or term |
bisacsh |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Miller, Michael B. |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Display text |
Online version: |
| Main entry heading |
Derman, Emanuel, author. |
| Title |
Volatility smile |
| Place, publisher, and date of publication |
Hoboken, New Jersey : Wiley, 2016 |
| International Standard Book Number |
9781118959176 |
| Record control number |
(DLC) 2016019398 |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) |
|---|
| a |
7 |
| b |
cbc |
| c |
orignew |
| d |
1 |
| e |
ecip |
| f |
20 |
| g |
y-gencatlg |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Books |
| Koha issues (borrowed), all copies |
1 |
