| Record ID | marc_loc_updates/v36.i25.records.utf8:14632816:696 |
| Source | Library of Congress |
| Download Link | /show-records/marc_loc_updates/v36.i25.records.utf8:14632816:696?format=raw |
LEADER: 00696nam a22002298a 4500
001 2008026309
003 DLC
005 20080623110232.0
008 080623s2009 nju 000 0 eng
010 $a 2008026309
020 $a9780470292921 (cloth)
040 $aDLC$cDLC
050 00 $aHG106$b.F76 2009
082 00 $a332.01/5195$222
245 00 $aFrontiers in quantitative finance :$bvolatility and credit risk modeling /$c[edited by] Rama Cont.
260 $aHoboken, N.J. :$bJohn Wiley & Sons,$cc2009.
263 $a0810
300 $ap. cm.
490 0 $aWiley finance series
650 0 $aFinance$xMathematical models.
650 0 $aDerivative securities$xMathematical models.
700 1 $aCont, Rama.