| 000 | 01156cam a22003134a 4500 | ||
|---|---|---|---|
| 001 | 13823148 | ||
| 005 | 20131008130054.0 | ||
| 007 | Hard bound | ||
| 008 | 041222s2005 flua b 001 0 eng | ||
| 010 | _a 2004065976 | ||
| 020 | _a9781584884415 | ||
| 040 |
_aDLC _cDLC _dDLC |
||
| 042 | _apcc | ||
| 050 | 0 | 0 |
_aHG6024.5 _b.S36 2005 |
| 082 | 0 | 0 |
_a332.6457 _222 _bSC-R |
| 100 | 1 | _aSchoenmakers, John | |
| 245 | 1 | 0 | _aRobust Libor modelling and pricing of derivative products |
| 260 |
_aBoca Raton _bChapman & Hall/CRC _c2005 |
||
| 300 |
_axvi,202p. _bill. _c24 cm. |
||
| 440 | 0 | _aChapman & Hall/CRC financial mathematics series | |
| 504 | _aIncludes bibliographical references (p. 193-198) and index. | ||
| 650 | 0 |
_aInterest rate futures _xMathematical models. |
|
| 650 | 0 |
_aInterest rates _xMathematical models. |
|
| 650 | 0 |
_aDerivative securities _xPrices _xMathematical models. |
|
| 906 |
_a7 _bcbc _corignew _d1 _eocip _f20 _gy-gencatlg |
||
| 942 |
_2ddc _cBK |
||
| 999 |
_c31372 _d31372 |
||