| Record ID | marc_nuls/NULS_PHC_180925.mrc:115967816:1184 |
| Source | marc_nuls |
| Download Link | /show-records/marc_nuls/NULS_PHC_180925.mrc:115967816:1184?format=raw |
LEADER: 01184cam 22003494a 4500
001 9920657600001661
005 20161129141158.0
008 031010s2004 flua b 001 0 eng
010 $a 2003063470
020 $a1584884134 (alk. paper)
035 $a(CSdNU)u233103-01national_inst
035 $a(OCoLC)53285147
035 $a(OCoLC)53285147
040 $aDLC$cDLC$dMUQ
042 $apcc
049 $aCNUM
050 00 $aHG106$b.C66 2004
082 00 $a332/.01/519233$222
100 1 $aCont, Rama.
245 10 $aFinancial modelling with jump processes /$cRama Cont, Peter Tankov.
260 $aBoca Raton, Fla. :$bChapman & Hall/CRC,$cc2004.
300 $axvi, 535 p. :$bill. ;$c24 cm.
440 0 $aChapman & Hall/CRC financial mathematics series
504 $aIncludes bibliographical references (p. 501-527) and index.
650 0 $aFinance$xMathematical models.
650 0 $aJump processes.
650 6 $aFinances$xModeles mathematiques.
650 6 $aProcessus de sauts.
700 1 $aTankov, Peter.
949 $aHG 106 .C66 2004$i31786101867312
994 $a92$bCNU
999 $aHG 106 .C66 2004$wLC$c1$i31786101867312$lCIRCSTACKS$mNULS$rY$sY$tBOOK $u12/15/2004