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- 2008272919 contributor B11142159.
- 2008272919 contributor B11142160.
- 2008272919 created "c2008.".
- 2008272919 date "2008".
- 2008272919 date "c2008.".
- 2008272919 dateCopyrighted "c2008.".
- 2008272919 description "Includes bibliographical references and index.".
- 2008272919 extent "xviii, 382 p. :".
- 2008272919 identifier "047005316X (hbk.)".
- 2008272919 identifier "9780470053164 (hbk.)".
- 2008272919 identifier 2008272919-b.html.
- 2008272919 identifier 2008272919-d.html.
- 2008272919 identifier 2008272919-t.html.
- 2008272919 issued "2008".
- 2008272919 issued "c2008.".
- 2008272919 language "eng".
- 2008272919 publisher "Hoboken, N.J. : Wiley ; Chichester : John Wiley [distributor],".
- 2008272919 subject "332.60151923 22".
- 2008272919 subject "HG4529.5 .R329 2008".
- 2008272919 subject "Mathematical optimization.".
- 2008272919 subject "Portfolio management Mathematical models.".
- 2008272919 subject "Risk assessment Mathematical models.".
- 2008272919 subject "Stochastic processes.".
- 2008272919 title "Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures / Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi.".
- 2008272919 type "text".