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- 2002726819 contributor B9495629.
- 2002726819 created "c2002.".
- 2002726819 date "2002".
- 2002726819 date "c2002.".
- 2002726819 dateCopyrighted "c2002.".
- 2002726819 description "Includes bibliographical references and index.".
- 2002726819 extent "xiii, 514 p. :".
- 2002726819 identifier "0471220949".
- 2002726819 identifier 2002726819.html.
- 2002726819 identifier 2002726819.html.
- 2002726819 identifier 2002726819.html.
- 2002726819 isPartOf "The Frank J. Fabozzi series".
- 2002726819 issued "2002".
- 2002726819 issued "c2002.".
- 2002726819 language "eng".
- 2002726819 publisher "Hoboken, N.J. : Wiley,".
- 2002726819 subject "332.6320151 21".
- 2002726819 subject "Derivative securities Valuation Mathematical models.".
- 2002726819 subject "Fixed-income securities Valuation Mathematical models.".
- 2002726819 subject "HG4650 .I57 2002".
- 2002726819 subject "Interest rate futures Valuation Mathematical models.".
- 2002726819 subject "Interest rates Mathematical models.".
- 2002726819 title "Interest rate, term structure, and valuation modeling / Frank J. Fabozzi, editor.".
- 2002726819 type "text".