| Record ID | marc_columbia/Columbia-extract-20221130-011.mrc:213756312:1052 |
| Source | marc_columbia |
| Download Link | /show-records/marc_columbia/Columbia-extract-20221130-011.mrc:213756312:1052?format=raw |
LEADER: 01052cam a2200289Ia 4500
001 5361509
005 20221110024918.0
008 050714s2011 enka b 001 0 eng d
020 $a9780521843584 (hbk.)
020 $a0521843588 (hbk.)
024 $a99946337201
035 $a(OCoLC)ocn757923041
035 $a5361509
035 $a(OCoLC)757923041
035 $a(NNC)5361509
040 $aUKMGB$cUKMGB$dUAB
050 4 $aHG6024.A3$bM85 2011
082 04 $a332.642015195$222
245 00 $aMultiscale stochastic volatility for equity, interest rate, and credit derivatives /$cJean-Pierre Fouque [and others].
260 $aCambridge :$bCambridge University Press,$c2011.
300 $axiii, 441 pages :$billustrations ;$c26 cm
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
504 $aIncludes bibliographical references (p. [430]-438) and index.
650 0 $aDerivative securities$xEconometric models.
700 1 $aFouque, Jean-Pierre.$0http://id.loc.gov/authorities/names/nr97006131
852 00 $bmat$hHG6024.A3$iM85 2011g