| Tag |
First Indicator |
Second Indicator |
Subfields |
| LEADER |
00000cam a2200000Ka 4500 |
| 001 |
in00002643413 |
| 005 |
20190329193935.0 |
| 006 |
m d |
| 007 |
cr cn||||||||| |
| 008 |
110304s2011 enk ob 001 0 eng d |
| 020 |
|
|
|a 9781119990079 (electronic bk.)
|
| 020 |
|
|
|a 1119990076 (electronic bk.)
|
| 029 |
1 |
|
|a AU@
|b 000046946130
|
| 035 |
|
|
|a (OCoLC)ocn705354523
|
| 035 |
|
|
|a (OCoLC)705354523
|
| 037 |
|
|
|a 10.1002/9781119990079
|b Wiley InterScience
|n http://www3.interscience.wiley.com
|
| 040 |
|
|
|a DG1
|b eng
|c DG1
|d TXA
|d UtOrBLW
|
| 049 |
|
|
|a TXAM
|
| 050 |
1 |
4 |
|a HG6024.A3
|b .I23 2011eb
|
| 082 |
0 |
4 |
|a 332.64/53
|2 22
|
| 100 |
1 |
|
|a Iacus, Stefano M.
|q (Stefano Maria)
|
| 245 |
1 |
0 |
|a Option pricing and estimation of financial models with R /
|c Stefano M. Iacus.
|
| 264 |
|
1 |
|a Chichester, West Sussex, United Kingdom ;
|a Hoboken, N.J. :
|b Wiley,
|c 2011.
|
| 300 |
|
|
|a 1 online resource
|
| 336 |
|
|
|a text
|b txt
|2 rdacontent
|
| 337 |
|
|
|a computer
|b c
|2 rdamedia
|
| 338 |
|
|
|a online resource
|b cr
|2 rdacarrier
|
| 505 |
0 |
|
|a Front Matter -- A Synthetic View -- Probability, Random Variables and Statistics -- Stochastic Processes -- Numerical Methods -- Estimation of Stochastic Models for Finance -- European Option Pricing -- American Options -- Pricing Outside the Standard Black and Scholes Model -- Miscellanea -- Appendix A: ₁How to₂ Guide to R -- Appendix B: R in Finance -- Index.
|
| 520 |
|
|
|a "Presents inference and simulation of stochastic process in the field of model calibration for financial times series modeled with continuous time processes and numerical option pricing. Introduces the basis of probability theory and goes on to explain how to model financial times series with continuous models, how to calibrate them and covers option pricing with one or more underlying assets based on these models. Analysis and implementation of models based on switching models or models with jumps are featured along with new models (Levy and telegraph process modeling) and topics such as; volatilty, covariation, p-variation and regime switching analysis, attention is focused on the calibration of these topics from a statistical viewpoint. The book features problems with solutions and examples. All the examples and R code are available as an additional R package, therefore all the examples can be reproduced"--
|c Provided by publisher.
|
| 504 |
|
|
|a Includes bibliographical references and index.
|
| 500 |
|
|
|a Electronic resource.
|
| 650 |
|
0 |
|a Options (Finance)
|x Prices.
|
| 650 |
|
0 |
|a Probabilities.
|
| 650 |
|
0 |
|a Stochastic processes.
|
| 650 |
|
0 |
|a Time-series analysis.
|
| 655 |
|
7 |
|a Electronic books.
|2 local
|
| 776 |
0 |
8 |
|i Print version:
|a Iacus, Stefano M. (Stefano Maria).
|t Option pricing and estimation of financial models with r.
|d Chichester, West Sussex, United Kingdom ; Hoboken, N.J. : Wiley, 2011
|z 9780470745847
|w (DLC) 2010045655
|w (OCoLC)665137231
|
| 830 |
|
0 |
|a Wiley online library.
|
| 856 |
4 |
0 |
|u http://proxy.library.tamu.edu/login?url=http://onlinelibrary.wiley.com/book/10.1002/9781119990079
|z Connect to the full text of this electronic book
|t 0
|
| 994 |
|
|
|a C0
|b TXA
|
| 948 |
|
|
|a cataloged
|b h
|c 2011/5/10
|d c
|e jlanham
|f 12:56:02 pm
|
| 999 |
|
|
|a MARS
|
| 999 |
f |
f |
|s 942faf3e-d00c-3456-8a17-15832ffd3f68
|i 64861671-b227-33f7-a21b-37493bd912c9
|t 0
|
| 952 |
f |
f |
|a Texas A&M University
|b College Station
|c Electronic Resources
|s www_evans
|d Available Online
|t 0
|e HG6024.A3 .I23 2011eb
|h Library of Congress classification
|
| 998 |
f |
f |
|a HG6024.A3 .I23 2011eb
|t 0
|l Available Online
|