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- 2006028049 alternative "London Interbank Offer Rate market model in practice".
- 2006028049 contributor B10439292.
- 2006028049 contributor B10439293.
- 2006028049 created "c2006.".
- 2006028049 date "2006".
- 2006028049 date "c2006.".
- 2006028049 dateCopyrighted "c2006.".
- 2006028049 description "Includes bibliographical references (p. [259]-265) and index.".
- 2006028049 extent "xx, 270 p. :".
- 2006028049 identifier "0470014431".
- 2006028049 identifier "9780470014431".
- 2006028049 identifier 2006028049-d.html.
- 2006028049 identifier 2006028049-b.html.
- 2006028049 identifier 2006028049.html.
- 2006028049 isPartOf "Wiley finance series".
- 2006028049 issued "2006".
- 2006028049 issued "c2006.".
- 2006028049 language "eng".
- 2006028049 publisher "Chichester, England ; Hoboken, NJ : John Wiley & Sons,".
- 2006028049 subject "332.1/13 22".
- 2006028049 subject "HG1621 .G38 2006".
- 2006028049 subject "Interest rate futures Mathematical models.".
- 2006028049 subject "LIBOR market model.".
- 2006028049 title "London Interbank Offer Rate market model in practice".
- 2006028049 title "The LIBOR market model in practice / Dariusz Gatarek, Przemyslaw Bachert and Robert Maksymiuk.".
- 2006028049 type "text".