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      <record key="001" att1="001" value="IHS101340503" att2="IHS101340503">001   IHS101340503</record>
      <field key="037" subkey="x">englisch</field>
      <field key="050" subkey="x">Buch</field>
      <field key="076" subkey="">Ökonomie</field>
      <field key="100" subkey="">Wilmott, Paul</field>
      <field key="331" subkey="">Derivatives</field>
      <field key="335" subkey="">The Theory and Practice of Financial Engineering</field>
      <field key="403" subkey="">1. Ed.</field>
      <field key="410" subkey="">Chichester, New York, Weinheim</field>
      <field key="412" subkey="">John Wiley and Sons</field>
      <field key="425" subkey="">1998</field>
      <field key="433" subkey="">xx, 739 pp., 1 CD-ROM</field>
      <field key="517" subkey="c">from the Table of Contents: Prolog; Basic Theory of Derivatives: Products and Markets; Derivatives; The Random Behavior of</field>
      <field key="Ass" subkey="e">ts; Elementary Stochastic Calculus; The Black-Scholes Model; Partial Differential Equations; The Black-Scholes Formulae and</field>
      <field key="the" subkey="">'Greeks'; Simple Generalizations of the Black-Scholes World; Early Exercise and American Options; Probability Density</field>
      <field key="Fun" subkey="c">tions and First Exit Times; Multi-asset Options; The Binomial Model; Path Dependency: An Introduction to Exotic and</field>
      <field key="Pat" subkey="h">-dependent Options; Barrier Options; Strongly Path-dependent Options; Asian Options; Lookback Options; Miscellaneous Exotics;</field>
      <field key="Ext" subkey="e">nding Black-Scholes: Defects in the Black-Scholes Model; Discrete Hedging; Transaction Costs; Volatility Smiles and Surfaces;</field>
      <field key="Sto" subkey="c">hastic Volatility; Uncertain Parameters; Empirical Analysis of Volatility; Jump Diffusion; Crash Modeling; Speculating with</field>
      <field key="Opt" subkey="i">ons; The Feedback Effect of Hedging in Illiquid Markets; Static Hedging; Interest Rates and Products: Fixed-incomeProducts</field>
      <field key="and" subkey="">Analysis. Yield, Duration and Convexity; Swaps; One-factor Interest Rate Modeling; Yield Curve Fitting; Interest Rate</field>
      <field key="Der" subkey="i">vatives; Convertible Bonds; Two-factor Interest Rate Modeling; Empirical Behavior of the Spot Interest Rate; Heath, Jarrow</field>
      <field key="and" subkey="">Morton; Interest-rate Modeling Without Probabilities; Risk Measurement and Management: Portfolio Management; Value at Risk;</field>
      <field key="Cre" subkey="d">it Risk; Credit Derivatives; RiskMetrics, CreditMetrics and CrashMetrics; Numerical Methods: Finite-difference Methods for</field>
      <field key="One" subkey="-">factor Models; Further Finite-difference Methods for One-factor Models; Finite-difference Methods for Two-factor Models;</field>
      <field key="Mon" subkey="t">e Carlo Simulation and Related Methods; Finite-difference Programs; Epilog; Bibliography; Index;</field>
      <field key="540" subkey="">0-471-98389-6</field>
      <field key="544" subkey="">16404-A</field>
    </SEQUENTIAL>
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