| Record ID | marc_columbia/Columbia-extract-20221130-002.mrc:209468408:1432 |
| Source | marc_columbia |
| Download Link | /show-records/marc_columbia/Columbia-extract-20221130-002.mrc:209468408:1432?format=raw |
LEADER: 01432cam a2200301 a 4500
001 666547
005 20220525221339.0
008 880105s1987 nyua b 000 0 eng d
035 $a(OCoLC)21141691
035 $a(OCoLC)ocm21141691
035 $a(CStRLIN)NYCG88-B528
035 $9ACX4756CU
035 $a(NNC)666547
035 $a666547
040 $aNNC$cNNC
100 1 $aBarnhill, Theodore M.$0http://id.loc.gov/authorities/names/n88652521
245 10 $aValuation and optimal exercise of the switching option in treasury bond cash versus futures arbitrages /$cby Theodore M. Barnhill and William E. Seale.
260 $a[New York] :$b[Center for the Study of Futures Markets, Columbia Business School],$c1987.
300 $a26 pages :$billustrations ;$c28 cm.
336 $atext$2rdacontent
337 $aunmediated$2rdamedia
338 $avolume$2rdacarrier
490 1 $aWorking paper series ;$vCSFM-162
504 $aIncludes bibliographical references.
710 2 $aColumbia University.$bCenter for the Study of Futures Markets.$0http://id.loc.gov/authorities/names/n81078017
700 1 $aSeale, William E.,$d1941-$0http://id.loc.gov/authorities/names/n84029214
830 0 $aWorking paper series (Columbia University. Center for the Study of Futures Markets) ;$vCSFM-162.
852 00 $boff,bus$hHG6031$i.W6 no.161-164$zBound with other titles; for a complete listing search by the call number using the Call Number search.