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000608s2001 enka b 001 0 eng |
| 010 |
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|a 00043341
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| 020 |
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|a 0471495026 (cloth : alk. paper)
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| 035 |
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|a (OCoLC)44427018
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| 035 |
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|a 43341
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| 040 |
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|a DLC
|c DLC
|d NhCcYBP
|d OCoLC
|d OrLoB-B
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| 042 |
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|a pcc
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| 050 |
0 |
0 |
|a HG4650
|b .M366 2001
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| 082 |
0 |
0 |
|a 332.63/2042
|2 21
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| 100 |
1 |
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|a Martellini, Lionel
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| 245 |
1 |
0 |
|a Fixed-income securities :
|b dynamic methods for interest rate risk pricing and hedging /
|c Lionel Martellini and Philippe Priaulet
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| 260 |
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|a Chichester [West Sussex, England] ;
|a New York :
|b J. Wiley,
|c c2001
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| 300 |
|
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|a xv, 254 p. :
|b ill. ;
|c 24 cm
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| 336 |
|
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|a text
|b txt
|2 rdacontent
|
| 337 |
|
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|a unmediated
|b n
|2 rdamedia
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| 338 |
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|a volume
|b nc
|2 rdacarrier
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| 440 |
|
0 |
|a Wiley finance series
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| 504 |
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|a Includes bibliographical references (p. [243]-251) and index
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| 505 |
0 |
0 |
|g Pt. I
|t Pricing and Hedging Certain Cash-Flows --
|g 1.
|t Deriving the Current Zero-Coupon Rate Curve --
|g 2.
|t Basic Assets Pricing and Hedging --
|g Pt. II.
|t Pricing and Hedging Uncertain Cash-Flows --
|g 3.
|t Modelling the Zero-Coupon Yield Curve Dynamics --
|g 4.
|t Pricing and Hedging Fixed-Income Derivatives --
|g Pt. III.
|t Mathematical Appendices --
|g App. A.
|t An Introduction to Stochastic Processes in Continuous Time --
|g App. B.
|t Numerical Methods.
|
| 650 |
|
0 |
|a Fixed-income securities
|x Mathematical models
|
| 650 |
|
0 |
|a Hedging (Finance)
|x Mathematical models
|
| 650 |
|
0 |
|a Pricing
|x Mathematical models
|
| 700 |
1 |
|
|a Priaulet, Philippe
|
| 999 |
1 |
0 |
|i bb73808d-a58e-4590-93b4-82c2e96d89a0
|l 4400869
|s US-ICU
|m fixed_income_securitiesdynamic_methods_for_interest_rate_risk_pricing______2001_______jwilea________________________________________martellini__lionel_________________p
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| 999 |
1 |
1 |
|l 4400869
|s ISIL:US-ICU
|t BKS
|a JRL-Gen
|b 70957201
|c HG4650 .M366 2001
|d Library of Congress classification
|y 6990084
|p LOANABLE
|