| Record ID | ia:frontiersinquant0000unse |
| Source | Internet Archive |
| Download MARC XML | https://archive.org/download/frontiersinquant0000unse/frontiersinquant0000unse_marc.xml |
| Download MARC binary | https://www.archive.org/download/frontiersinquant0000unse/frontiersinquant0000unse_meta.mrc |
LEADER: 01041cam a2200289 a 4500
001 2008026309
003 DLC
005 20110819082356.0
008 080623s2009 njua b 001 0 eng
010 $a 2008026309
020 $a047029292X (cloth)
020 $a9780470292921 (cloth)
035 $a(OCoLC)ocn230181884
035 $a(OCoLC)230181884
040 $aDLC$cDLC$dBTCTA$dBAKER$dYDXCP$dC#P$dBWX$dCDX$dIXA$dDLC
050 00 $aHG106$b.F76 2009
082 00 $a332.01/5195$222
245 00 $aFrontiers in quantitative finance :$bvolatility and credit risk modeling /$cRama Cont, editor.
260 $aHoboken, N.J. :$bJohn Wiley & Sons,$cc2009.
300 $axvii, 299 p. :$bill. ;$c24 cm.
490 1 $aWiley finance series
504 $aIncludes bibliographical references and index.
650 0 $aFinance$xMathematical models.
650 0 $aDerivative securities$xMathematical models.
700 1 $aCont, Rama.
830 0 $aWiley finance series.
856 41 $3Table of contents only$uhttp://www.loc.gov/catdir/toc/ecip0821/2008026309.html