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- 2009001882 contributor B11394641.
- 2009001882 contributor B11394642.
- 2009001882 created "2009.".
- 2009001882 date "2009".
- 2009001882 date "2009.".
- 2009001882 dateCopyrighted "2009.".
- 2009001882 description "Includes bibliographical references and index.".
- 2009001882 extent "p. cm.".
- 2009001882 identifier "9780470740057 (cloth)".
- 2009001882 issued "2009".
- 2009001882 issued "2009.".
- 2009001882 language "eng".
- 2009001882 publisher "Hoboken, NJ : John Wiley & Sons,".
- 2009001882 subject "332.63/23 22".
- 2009001882 subject "Derivative securities Accounting.".
- 2009001882 subject "HG6024.A3 R427 2009".
- 2009001882 subject "Hedging (Finance) Mathematical models.".
- 2009001882 subject "Interest rate futures.".
- 2009001882 subject "LIBOR market model.".
- 2009001882 subject "Options (Finance) Prices Mathematical models.".
- 2009001882 title "The SABR/LIBOR market model : pricing, calibration and hedging for complex interest-rate derivatives / Riccardo Rebonato Kenneth McKay Richard White.".
- 2009001882 type "text".