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- 2008026309 contributor B11102450.
- 2008026309 created "c2009.".
- 2008026309 date "2009".
- 2008026309 date "c2009.".
- 2008026309 dateCopyrighted "c2009.".
- 2008026309 description "Includes bibliographical references and index.".
- 2008026309 extent "xvii, 299 p. :".
- 2008026309 identifier "047029292X (cloth)".
- 2008026309 identifier "9780470292921 (cloth)".
- 2008026309 identifier 2008026309.html.
- 2008026309 isPartOf "Wiley finance series".
- 2008026309 isPartOf "Wiley finance series.".
- 2008026309 issued "2009".
- 2008026309 issued "c2009.".
- 2008026309 language "eng".
- 2008026309 publisher "Hoboken, N.J. : John Wiley & Sons,".
- 2008026309 subject "332.01/5195 22".
- 2008026309 subject "Derivative securities Mathematical models.".
- 2008026309 subject "Finance Mathematical models.".
- 2008026309 subject "HG106 .F76 2009".
- 2008026309 title "Frontiers in quantitative finance : volatility and credit risk modeling / Rama Cont, editor.".
- 2008026309 type "text".