| Record ID | marc_nuls/NULS_PHC_180925.mrc:344489370:1203 |
| Source | marc_nuls |
| Download Link | /show-records/marc_nuls/NULS_PHC_180925.mrc:344489370:1203?format=raw |
LEADER: 01203nam 2200313Ia 4500
001 9919457170001661
005 20150423120655.0
008 040413s2004 enka b 001 0 eng d
020 $a0750657227
035 $a(CSdNU)u234761-01national_inst
035 $a(OCoLC)54942382
035 $a(OCoLC)54942382
040 $aOSU$cOSU
049 $aCNUM
090 $aHG106$b.L48 2004
100 1 $aLevy, George.
245 10 $aComputational finance :$bnumerical methods for pricing financial instruments /$cGeorge Levy.
260 $aOxford ;$aBoston :$bElsevier Butterworth-Heinemann,$c2004.
300 $axiv, 443 p. :$bill. ;$c24 cm. +$e1 CD-ROM.
440 0 $aQuantitative finance series
500 $aSeries statement from dust cover.
504 $aIncludes bibliographical references (p. [432]-438) and index.
650 0 $aFinance$xMathematical models.
650 0 $aFinance$xData processing.
650 0 $aFinance$xComputer programs.
949 $aHG 106 .L48 2004$i31786101820741
994 $a92$bCNU
999 $aHG 106 .L48 2004$wLC$c1$i31786101820741$lCIRCSTACKS$mNULS$rY$sY$tBOOK $u12/23/2004
999 $aHG 106 .L48 2004$wLC$c2$i31786101950969$lMULTIMEDIA$mNULS$rY$sY $tCD-ROM$u1/14/2005