Review of derivatives research. (Record no. 38768)

MARC details
000 -LEADER
fixed length control field 03164cas a2200589 a 4500
001 - CONTROL NUMBER
control field 20448270
003 - CONTROL NUMBER IDENTIFIER
control field UNISSA
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20240521134139.0
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 mnu||||||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 180412c19969999nyutx pso 0 a0eng c
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
LC control number 2004233221
016 7# - NATIONAL BIBLIOGRAPHIC AGENCY CONTROL NUMBER
Record control number 2004343-0
Source DE-600
022 ## - INTERNATIONAL STANDARD SERIAL NUMBER
International Standard Serial Number 1573-7144
ISSN-L 1380-6645
Source j
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)ocm41977963
037 ## - SOURCE OF ACQUISITION
Source of stock number/acquisition Kluwer Academic Publishers, Spuiboulevard 50, P.O. Box 17, 3300 AA Dordrecht, The Netherlands
040 ## - CATALOGING SOURCE
Original cataloging agency F#A
Language of cataloging eng
Transcribing agency F#A
Modifying agency OCLCQ
-- GUA
-- OCLCQ
-- DLC
-- U9S
-- GUA
-- OCLCQ
-- OCLCO
-- OCLCQ
-- MYG
-- OCLCF
-- OCLCQ
-- VT2
-- DLC
-- SFB
-- CNMTR
-- UEJ
-- OCLCQ
-- UBY
-- OCLCQ
-- IOY
042 ## - AUTHENTICATION CODE
Authentication code pcc
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG6024.A3
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.632
130 0# - MAIN ENTRY--UNIFORM TITLE
Uniform title Review of derivatives research (Online)
210 1# - ABBREVIATED TITLE
Abbreviated title Rev. deriv. res.
Qualifying information (Dordr., Online)
222 #0 - KEY TITLE
Key title Review of derivatives research
Qualifying information (Dordrecht. Online)
245 10 - TITLE STATEMENT
Title Review of derivatives research.
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. New York, NY :
Name of publisher, distributor, etc. Kluwer Academic Publishers
260 3# - PUBLICATION, DISTRIBUTION, ETC.
Materials specified <2005>- :
Place of publication, distribution, etc. [New York] :
Name of publisher, distributor, etc. Springer US
310 ## - CURRENT PUBLICATION FREQUENCY
Current publication frequency Three issues a year
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
362 1# - DATES OF PUBLICATION AND/OR SEQUENTIAL DESIGNATION
Dates of publication and/or sequential designation Print began with vol. 1, no. 1 (1996).
505 ## - FORMATTED CONTENTS NOTE
Formatted contents note (Volume 27, issue 1)<br/>• Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle<br/>• Pricing fixed income derivatives under a three-factor CIR model with unspanned stochastic volatility<br/>• Pricing levered warrants under the CEV diffusion model<br/>• Martingale defects in the volatility surface and bubble conditions in the underlying<br/>
505 ## - FORMATTED CONTENTS NOTE
Formatted contents note (Volume 26, issue 2-3)<br/>• Implied volatility surfaces: a comprehensive analysis using half a billion option prices<br/>• Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson–Siegel model<br/><br/>
505 ## - FORMATTED CONTENTS NOTE
Formatted contents note (Volume 26, issue 1)<br/>• Interest rate swaps: a comparison of compounded daily versus discrete reference rates<br/>• Pricing vulnerable basket spread options with liquidity risk<br/>• Continuity correction: on the pricing of discrete double barrier options<br/>• Hedging cryptocurrency options<br/><br/>
515 ## - NUMBERING PECULIARITIES NOTE
Numbering peculiarities note Not published in 1997.
538 ## - SYSTEM DETAILS NOTE
System details note Mode of access: World Wide Web.
588 0# - SOURCE OF DESCRIPTION NOTE
Source of description note Vol. 3, issue 1 (1999); title from contents screen (publisher's Web site, viewed Feb. 18, 2004).
588 1# - SOURCE OF DESCRIPTION NOTE
Source of description note Vol. 22, issue 3 (Oct. 2019) (SpringerLink website, viewed Oct. 8, 2019).
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Derivative securities
Form subdivision Periodicals.
650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Instruments dérivés (Finances)
General subdivision Périodiques.
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Derivative securities.
Source of heading or term fast
Authority record control number or standard number (OCoLC)fst00891019
653 1# - INDEX TERM--UNCONTROLLED
Uncontrolled term Futures markets
655 #0 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic journals.
655 #7 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Periodicals.
Source of term fast
Authority record control number or standard number (OCoLC)fst01411641
655 #7 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Periodicals.
Source of term lcgft
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Relationship information Print version:
Title Review of derivatives research
International Standard Serial Number 1380-6645
Record control number (OCoLC)34987225
856 ## - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://link.springer.com/journal/11147/volumes-and-issues">https://link.springer.com/journal/11147/volumes-and-issues</a>
906 ## - LOCAL DATA ELEMENT F, LDF (RLIN)
a 7
b cbc
c sercoop
d 2
e ncip
f 20
g n-oclcserc
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Library of Congress Classification
Koha item type E-Journal
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Date acquired Total checkouts Full call number Date last seen Price effective from Koha item type Public note
    Library of Congress Classification     Universiti Islam Sultan Sharif Ali Universiti Islam Sultan Sharif Ali 21/05/2024   Online 21/05/2024 21/05/2024 E-Journal Subscription (Springer)

Universiti Islam Sultan Sharif Ali
Spg 347, Jalan Pasar Gadong, BE1310
Brunei Darussalam

+ 673 2462000 ext 603/604

library@unissa.edu.bn
norhasinah.moksin@unissa.edu.bn
syukriyyah.kahar@unissa.edu.bn

Library Operating Hours:

Gadong Campus School Terms:
Monday – Thursday & Saturday:
8.00 AM – 5.00 PM
Friday, Sunday & Public Holidays :
Closed

Revision & Exam Week:
Monday – Wednesday:
8.00 AM – 9.00 PM
(Unless Otherwise Stated)
Thursday & Saturday:
8.00 AM – 5.00 PM
Friday & Sunday :
8.00 AM – 12.00 PM & 1.30 PM – 5.00 PM
Public Holidays :
Closed

Mid / Inter-Semester Break / Long Vacation:
Monday – Thursday & Saturday:
8.00 AM – 12.15 PM & 1.30 PM – 4.30 PM
Friday, Sunday & Public Holidays :
Closed

Sinaut Campus

School Terms:
Monday – Thursday & Saturday:
8.00 AM – 4.30 PM
Friday, Sunday & Public Holidays :
Closed

Revision & Exam Week:
Monday – Thursday & Saturday:
8.00 AM – 4.30 PM
Friday, Sunday & Public Holidays :
Closed

Mid / Inter-Semester Break / Long Vacation:
Monday – Thursday & Saturday:
8.00 AM – 12.15 PM & 1.30 PM – 4.30 PM
Friday, Sunday &
Public Holidays :
Closed

Flag Counter

© All Right Reserved 2023. Universiti Islam Sultan Sharif Ali

Administered and upheld by
 Rayyan Secutech