| Record ID | ia:quantitativemeth0000tave |
| Source | Internet Archive |
| Download MARC XML | https://archive.org/download/quantitativemeth0000tave/quantitativemeth0000tave_marc.xml |
| Download MARC binary | https://www.archive.org/download/quantitativemeth0000tave/quantitativemeth0000tave_meta.mrc |
LEADER: 01125cam a22002774a 4500
001 2002071363
003 DLC
005 20040621183040.0
008 020529s2002 nyua b 001 0 eng
010 $a 2002071363
020 $a0471394475
040 $aDLC$cDLC$dDLC
042 $apcc
050 00 $aHG6024.A3$bT382 2002
082 00 $a332.64/5$221
100 1 $aTavella, Domingo,$d1948-
245 10 $aQuantitative methods in derivatives pricing :$ban introduction to computational finance /$cDomingo Tavella.
260 $aNew York :$bWiley,$cc2002.
300 $axvii, 285 p. :$bill. ;$c24 cm.
504 $aIncludes bibliographical references (p. 273-276) and index.
650 0 $aCredit derivatives$xMathematical models.
650 0 $aDerivative securities$xPrices$xMathematical models.
650 0 $aFinance$xMathematical models.
856 42 $3Contributor biographical information$uhttp://www.loc.gov/catdir/bios/wiley042/2002071363.html
856 42 $3Publisher description$uhttp://www.loc.gov/catdir/description/wiley035/2002071363.html
856 41 $3Table of contents$uhttp://www.loc.gov/catdir/toc/wiley023/2002071363.html