| Record ID | ia:creditderivative0000scho |
| Source | Internet Archive |
| Download MARC XML | https://archive.org/download/creditderivative0000scho/creditderivative0000scho_marc.xml |
| Download MARC binary | https://www.archive.org/download/creditderivative0000scho/creditderivative0000scho_meta.mrc |
LEADER: 01160cam a2200301 a 4500
001 2004298895
003 DLC
005 20040621194623.0
008 040519s2003 enka b 001 0 eng d
010 $a 2004298895
015 $aGBA2-V9697
020 $a0470842911
035 $a(OCoLC)ocm50270160
040 $aUKM$cUKM$dIXA$dC#P$dDLC
042 $alccopycat
050 00 $aHG6024.A3$bS367 2003
082 04 $a332.645$221
100 1 $aSchönbucher, Philipp J.
245 10 $aCredit derivatives pricing models :$bmodels, pricing, and implementation /$cPhilipp J. Schönbucher.
260 $aChichester ;$aHoboken, NJ :$bWiley,$c2003.
300 $axxi, 375 p. :$bill. ;$c25 cm.
440 0 $aWiley finance series
504 $aIncludes bibliographical references (p. [361]-368) and index.
650 0 $aCredit derivatives.
650 0 $aCredit derivatives$xPrices.
856 42 $3Contributor biographical information$uhttp://www.loc.gov/catdir/bios/wiley043/2004298895.html
856 41 $3Table of contents$uhttp://www.loc.gov/catdir/toc/wiley041/2004298895.html
856 42 $3Publisher description$uhttp://www.loc.gov/catdir/description/wiley041/2004298895.html