{"entities":{"Q2007481":{"pageid":2018223,"ns":120,"title":"Item:Q2007481","lastrevid":72318471,"modified":"2026-04-14T04:05:36Z","type":"item","id":"Q2007481","labels":{"en":{"language":"en","value":"Financial models in production"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7261259"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2007481$48336EF0-9500-41FF-8E48-16D9D9E07F26","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"c62b19739418d870c6e4996c62ed8313f5360147","datavalue":{"value":{"text":"Financial models in production","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2007481$E25CB2EA-8089-4D00-B794-15585BCA2F14","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"163cde62771c0a380e925091aa98a30a4a116b24","datavalue":{"value":"1458.91006","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2007481$841B4F45-5796-49C8-8C39-6785C1E25A5E","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"870399db33fc06103bfa632c47797556eee959d9","datavalue":{"value":"10.1007/978-3-030-57496-3","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2007481$6FB440A1-81AE-463E-82D6-F00B67011478","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"9643909e0cfafce950f19cdfc9c37c21390fe1b9","datavalue":{"value":{"entity-type":"item","numeric-id":2007479,"id":"Q2007479"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2007481$BC507CF4-4342-4276-A2B7-02119ED20C77","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"f2e04fd32708fdbd59f7b79cb0c17ccc2dc90bc2","datavalue":{"value":{"entity-type":"item","numeric-id":2007480,"id":"Q2007480"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2007481$651938FA-04F7-4430-A15A-CC14C37EA915","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"df1683be4ba9fa07b365564d70b3042ede9f782f","datavalue":{"value":{"entity-type":"item","numeric-id":267722,"id":"Q267722"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2007481$1E8A4C54-DF41-4331-9C20-4B068EACCEFB","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"01d421ee24aa6ebdb05b23704eda826b87451a7c","datavalue":{"value":{"time":"+2020-10-14T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2007481$30782E0F-B5A4-4088-B3F8-A267B48CD8CE","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"89ceae391a2e2dcac40bee375e869e132a0880ca","datavalue":{"value":"This book provides a self-contained investigation of volatility dynamics and the intersection of option pricing and risk management. Being built on real-life experience, it is full of innovative views and practical results. The authors  show how to introduce  into production the  models with important features, simultaneously at the minimum cost of implementation and the maximum robustness and control. The idea is that one can implement production level models based on elementary and robust building blocks. The main building blocks for equity derivatives, which are the subject in the book, are the following: Black-Scholes formula, implied volatility calculator, local volatility pricer  and a  new breed of stochastic volatility. The book consists of four main  chapters: General Introduction, Black and Scholes Model, Local Volatility Model and Market Model P\\&L Explain (this brief title can be understood as the relation of market model with Profit and Loss equation). So, the book considers simple and realistic features of financial market, rigorously stated but from practical point of view. The book will be of interest to a wide audience, ranging from students in mathematical finance programmes to seasoned academics and quantitative engineers. Besides being useful and helpful, it sparks curiosity and brings the pleasure of learning as one moves through its  chapters.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2007481$038A05D5-8D93-482B-ACE3-E3374CD62B2C","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"dccdbd0e62d4e76222cc72ffd93ed1b71c389e37","datavalue":{"value":"91-02","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2007481$4AC0BF91-D8B5-4982-80C3-76263D662712","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"3c41ac41d6e70ec19c64bdeedb4a0e69dd9ac054","datavalue":{"value":"91B38","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2007481$57C60ED2-7FE4-4A4A-A51C-F53B085B7B69","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2007481$43D831C3-EB68-4F4A-8E74-D45E7924D79A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"430bfe9f518c2ca34636300d2eb2688c66c08e36","datavalue":{"value":"91G30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2007481$C54C9D68-206E-4B1A-B048-E840E339B1ED","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"1c46ad87e35fcbaf411166f0a6aabc0079de8225","datavalue":{"value":"7261259","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2007481$A66E96AB-9EEC-4DAE-A267-C8D63287904C","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c207a56002b1901178e80fbc8b8d9ed81b473ccd","datavalue":{"value":"volatility dynamics","type":"string"},"datatype":"string"},"type":"statement","id":"Q2007481$D45864FD-EF6A-4F5F-8E11-97FD8151E227","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b1f2ddce604924ab32527569a0f52666c50cc2ec","datavalue":{"value":"option pricing","type":"string"},"datatype":"string"},"type":"statement","id":"Q2007481$A25BE503-0517-415F-A891-90EA6174ED66","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"602ddaf8ccb1b3ff7ed7011ede54e3030dc9b9f4","datavalue":{"value":"risk management","type":"string"},"datatype":"string"},"type":"statement","id":"Q2007481$A84C470B-8E52-495A-94BE-E68B36F20350","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"96828a8992e43504e4e2e4fc11712e5366d5dacd","datavalue":{"value":"equity derivatives","type":"string"},"datatype":"string"},"type":"statement","id":"Q2007481$CC1991F9-A409-43FE-BFF6-F852CBC6E449","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9871697226a22e849d8af1d027a3615ca089f6f5","datavalue":{"value":"Black-Scholes formula","type":"string"},"datatype":"string"},"type":"statement","id":"Q2007481$3D887CA0-D181-4BD5-B513-F32DBEA05FDF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q2007481$34FB7DC7-5BA9-4D54-BA0C-6007C7156150","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c1fd61e1832dc86e5bd2f83f60629c75a250cb1a","datavalue":{"value":"implied volatility, local volatility pricer","type":"string"},"datatype":"string"},"type":"statement","id":"Q2007481$99FF9925-7C29-46AB-944B-77F5BFC0A0E8","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"fe109cf65b5e526b78e778f4289ef05f064c0043","datavalue":{"value":{"entity-type":"item","numeric-id":590139,"id":"Q590139"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2007481$465F4A56-773E-4DC3-AC01-A002010F863E","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2007481$7DD0982C-3CC9-49B6-AD48-A683A27CC959","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"99997a7cc1e8cc22f77f6bc9919fea3daa8085fa","datavalue":{"value":"https://doi.org/10.1007/978-3-030-57496-3","type":"string"},"datatype":"url"},"type":"statement","id":"Q2007481$EF6D55D6-A30E-433A-BFC1-63D12C5ECEE1","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"7b39914dcbfad2511382edb2a3106602db0cddfd","datavalue":{"value":"W4242994110","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2007481$124784DD-09F5-49FE-B5D9-B11946421F95","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"da56c485b0fc328825e7e77ad7a23594b52d6d97","datavalue":{"value":{"entity-type":"item","numeric-id":1278203,"id":"Q1278203"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c8f2b325cc222fec1b3ec8bb1b368006ea0b9844","datavalue":{"value":{"amount":"+0.85007304","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2007481$A93170E0-F035-4B53-B860-9F4DC4D4A573","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"848f1a26d2366af460ad3374205ce2980386f122","datavalue":{"value":{"entity-type":"item","numeric-id":1855750,"id":"Q1855750"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"264caf81767b1688d01892f982589b8d3ad7f3e4","datavalue":{"value":{"amount":"+0.82828885","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2007481$16A9434F-6A18-4A6C-AF51-865B6526C0D6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6d2835bf45a0f5462ced8f93969b6b7690436d61","datavalue":{"value":{"entity-type":"item","numeric-id":2275599,"id":"Q2275599"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"490ad50071a7aed631afc2a6e0155f46d2803e73","datavalue":{"value":{"amount":"+0.82732964","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2007481$5737268B-E4C9-41F9-A896-5926F56FCFF0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a544272345ab39bca5666951cab3129abb553cbd","datavalue":{"value":{"entity-type":"item","numeric-id":2852460,"id":"Q2852460"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3ab4ec86aa2bffb76223c1b37e4dfb5f333daad9","datavalue":{"value":{"amount":"+0.8197096","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2007481$8AE53181-E939-4932-86A7-0024297AD40D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"85c0dccc33fd4119fd69ca407ed11f4bac3ff090","datavalue":{"value":{"entity-type":"item","numeric-id":2638909,"id":"Q2638909"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"74be8a9d36a6e845eb8aad17667bc8d4fdaa27c2","datavalue":{"value":{"amount":"+0.8193379","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2007481$9FC3FE57-0EBD-4FEE-B2DF-DAEABB4F8219","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1796782c416ad942230a84621d4fd9fbfe3cab0f","datavalue":{"value":{"entity-type":"item","numeric-id":4866630,"id":"Q4866630"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e47146cd5c3faeb08b0857ae4f57b703dd0f9491","datavalue":{"value":{"amount":"+0.8134105","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2007481$BFABADF2-F2ED-4469-A8D6-3216E792D7BD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6683fd29f2039fdfc0c0993f33a0658e2ffed277","datavalue":{"value":{"entity-type":"item","numeric-id":3635113,"id":"Q3635113"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d25b1113479b054ac07015890434dee4c8d1de83","datavalue":{"value":{"amount":"+0.8085331","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2007481$09F9C187-197C-4DE3-A42C-8A7362490315","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"170791cd0417c081748c8fca483c3e7a57d4a2c3","datavalue":{"value":{"entity-type":"item","numeric-id":530097,"id":"Q530097"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"702bb6ef5f7e1a4568160f50f39e981f32a2108b","datavalue":{"value":{"amount":"+0.8072631","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2007481$D3341C98-82E5-49F4-BAFF-19A855EFD53B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3ea9c754e4f591e67c83c548411ad4db4ee227cf","datavalue":{"value":{"entity-type":"item","numeric-id":3654861,"id":"Q3654861"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"17bad24d9abe86ecdb17445bceda0a22c64abcbd","datavalue":{"value":{"amount":"+0.80501616","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2007481$113E8338-67B7-42CD-AFC9-A859CB44FD68","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Financial models in production","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Financial_models_in_production"}}}}}