| Record ID | marc_binghamton_univ/bgm_openlib_final_10-15.mrc:388213379:1667 |
| Source | Binghamton University |
| Download Link | /show-records/marc_binghamton_univ/bgm_openlib_final_10-15.mrc:388213379:1667?format=raw |
LEADER: 01667nam 2200397 a 4500
001 BIN01-001337168
005 20070813075416.0
008 980915s1998 maua b 000 0 eng c
035 $a(OCoLC)ocm39873292
035 9 $aAFZ0154$bSB
040 $aCPE$cCPE$dIQU$dAGL$dIQU
042 $apcc
049 $aBNGG
050 4 $aHB1$b.W654 no. 6635
070 0 $aHB1.A2N3$bno.6635
072 0 $aX100
100 1 $aDas, Sanjiv R.$q(Sanjiv Ranjan)
245 12 $aA direct approach to arbitrage-free pricing of credit derivatives /$cSanjiv R. Das, Rangarajan K. Sundaram.
246 17 $aCredit derivatives
246 30 $aArbitrage-free pricing of credit derivatives
246 30 $aPricing of credit derivatives
260 $aCambridge, MA :$bNational Bureau of Economic Research,$cc1998.
300 $a15 p. :$bill. ;$c22 cm.
490 1 $aNBER working paper series ;$vworking paper 6635
500 $a"July 1998."
504 $aIncludes bibliographical references (p. 14-15).
506 $aElectronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.
650 0 $aDerivative securities$xEconometric models.
690 $aBU only.
700 1 $aSundaram, Rangarajan K.
710 2 $aNational Bureau of Economic Research.
830 0 $aWorking paper series (National Bureau of Economic Research)$vworking paper no. 6635.
856 41 $zAccess online version (Acrobat reader required)$uhttp://referenc.lib.binghamton.edu:2048/login?url=http://www.nber.org/papers/w6635
852 00 $aBIN$bBINMA$cMAIN$hH62.5.U5$iN3 no.6635$91
852 40 $aBIN$bBINEL$cBNET$92
945 $d07/19/00$nNSL jj 07/20/2000