| Record ID | marc_openlibraries_sanfranciscopubliclibrary/sfpl_chq_2018_12_24_run02.mrc:49074238:1623 |
| Source | marc_openlibraries_sanfranciscopubliclibrary |
| Download Link | /show-records/marc_openlibraries_sanfranciscopubliclibrary/sfpl_chq_2018_12_24_run02.mrc:49074238:1623?format=raw |
LEADER: 01623cam a2200433 a 4500
001 15488236
003 OCoLC
005 20151004234857.0
008 871228s1987 nyua b 001 0 eng
010 $a87007758
020 $a0131956450 :$c$35.00
035 $a15488236
040 $dCSf$dOCoLC$dUtOrBLW
050 00 $aHG3853$b.A53 1987
082 0 $a332.64/5$219
092 $a332.64$bAn22c
100 1 $aAndersen, Torben Juul.
245 10 $aCurrency and interest rate hedging :$ba user's guide to options, futures, swaps, and forward contracts /$cTorben Juul Andersen.
260 $aNew York, N.Y. :$bNew York Institute of Finance,$cc1987.
300 $aviii, 272 p. :$bill. ;$c24 cm
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
338 $avolume$bnc$2rdacarrier
504 $aBibliography: p. 255-263.
500 $aIncludes index.
650 0 $aForeign exchange futures.
650 0 $aHedging (Finance)
650 0 $aFinancial futures.
650 0 $aInterest rate futures.
650 0 $aOption (Contract)
907 $a.b13562484$b12-20-18$c07-17-03
998 $axbt$b07-01-03$cm$da $e-$feng$gnyu$h0$i1
957 00 $aOCLC reclamation of 2017-18
907 $a.b13562484$b09-07-15$c07-17-03
956 $aPre-reclamation 001 value: ocm00000003
998 $axbt$b07-01-03$cm$da$e-$feng$gnyu$h0$i1
999 $yMARS
998 $a07/20/89$tc$s9110$nCSf$wDCLC877758B$d12/28/87$bKLM$h871228$lCSFX
945 $a332.64 An22c$d - - $e09-02-2015 20:59$f0$g0$h11-12-15$i31223900888398$j151$0151$k - - $lxbtci$o-$p$0.00$q-$r-$s- $t0$u12$v11$w0$x0$y.i21674668$z08-03-03