| Record ID | marc_loc_updates/v40.i14.records.utf8:9619089:919 |
| Source | Library of Congress |
| Download Link | /show-records/marc_loc_updates/v40.i14.records.utf8:9619089:919?format=raw |
LEADER: 00919cam a22002654a 4500
001 2011410698
003 DLC
005 20120327110922.0
008 120228s2011 enka b 001 0 eng d
010 $a 2011410698
015 $aGBA546083$2bnb
016 7 $a013210227$2Uk
020 $a9780521843584 (hbk.)
020 $a0521843588 (hbk.)
035 $a(OCoLC)ocn757923041
040 $aUKMGB$cUKMGB$dUAB$dYDXCP$dBWX$dBDX$dDLC
042 $alccopycat
082 04 $a332.642015195$222
050 00 $aHG6024.A3$bM855 2011
245 00 $aMultiscale stochastic volatility for equity, interest rate, and credit derivatives /$cJean-Pierre Fouque ... [et al.].
260 $aCambridge :$bCambridge University Press,$c2011.
300 $axiii, 441 p. :$bill. ;$c26 cm.
504 $aIncludes bibliographical references (p. [430]-438) and index.
650 0 $aDerivative securities$xEconometric models.
700 1 $aFouque, Jean-Pierre.