Dynamic copula methods in finance / (Record no. 19600)

MARC details
000 -LEADER
fixed length control field 04109cam a2200685Ka 4500
001 - CONTROL NUMBER
control field ocn798928659
003 - CONTROL NUMBER IDENTIFIER
control field OCoLC
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20230823095215.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION
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
019 ## -
-- 759036818
-- 762325055
-- 778615829
-- 816866866
-- 865004732
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781118467404
Qualifying information (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 111846740X
Qualifying information (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9780470683071
Qualifying information (Cloth)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 0470683074
Qualifying information (Cloth)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 1119954517
Qualifying information (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781119954514
Qualifying information (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 128329530X
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781283295307
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781119954521
Qualifying information (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 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# - (OCLC)
OCLC library identifier DEBBG
System control number BV041910548
029 1# - (OCLC)
OCLC library identifier GBVCP
System control number 790038064
029 1# - (OCLC)
OCLC library identifier NZ1
System control number 15921967
029 1# - (OCLC)
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
Source of number 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 ## -
-- text
-- txt
-- rdacontent
337 ## -
-- computer
-- c
-- rdamedia
338 ## -
-- online resource
-- cr
-- 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."--
-- Provided by publisher.
520 ## - SUMMARY, ETC.
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"--
-- Provided by publisher.
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references and index.
588 0# -
-- Print version record.
526 ## - STUDY PROGRAM INFORMATION NOTE
Department Finance
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Finance
General subdivision Mathematical models.
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element BUSINESS & ECONOMICS
General subdivision Finance.
Source of heading or term bisacsh
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Finance
General subdivision Mathematical models.
Source of heading or term fast
-- (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
Display text 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://dx.doi.org/10.1002/9781118467404">http://dx.doi.org/10.1002/9781118467404</a>
Public note Wiley Online Library
994 ## -
-- 92
-- DG1

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