Record ID | marc_records_scriblio_net/part15.dat:5716158:1313 |
Source | Scriblio |
Download Link | /show-records/marc_records_scriblio_net/part15.dat:5716158:1313?format=raw |
LEADER: 01313cam 22003257a 4500
001 2003616558
003 DLC
005 20031110113837.0
007 cr |||||||||||
008 031104s2002 sz a sb 000 0 eng
010 $a 2003616558
040 $aDLC$cDLC
050 00 $aHG3879
100 1 $aDeep, Akash.
245 10 $aOptimal dynamic hedging using futures under a borrowing constraint$h[electronic resource] /$cby Akash Deep.
260 $aBasel, Switzerland :$bBank for International Settlements, Monetary and Economic Dept.,$cc2002.
490 1 $aBIS working papers,$x1020-0959 ;$vno. 109
538 $aSystem requirements: Adobe Acrobat Reader.
538 $aMode of access: World Wide Web.
500 $aTitle from home page (viewed on Nov. 4, 2003).
500 $a"January 2002."
530 $aAlso available in print.
504 $aIncludes bibliographical references.
650 0 $aHedging (Finance)$xMathematical models.
650 0 $aFutures$xMathematical models.
650 0 $aLiquidity (Economics)$xMathematical models.
650 0 $aRisk$xMathematical models.
710 2 $aBank for International Settlements.$bMonetary and Economic Dept.
830 0 $aBIS working papers (Online) ;$vno. 109.
856 42 $3Summary page with link to full-text PDF report$uhttp://www.bis.org/publ/work109.htm