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090121s2009 enka b 001 0 eng |
| 010 |
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|a 2009001882
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| 020 |
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|a 9780470740057 (cloth)
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| 020 |
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|a 0470740051 (cloth)
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| 035 |
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|a (OCoLC)ocn300720214
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| 035 |
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|a (OCoLC)300720214
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| 040 |
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|a DLC
|c DLC
|d YDXCP
|d CDX
|d C#P
|d BWX
|d OrLoB-B
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| 049 |
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|a CODA
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| 050 |
0 |
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|a HG6024.A3
|b R427 2009
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| 100 |
1 |
|
|a Rebonato, Riccardo.
|0 http://id.loc.gov/authorities/names/n89661265
|1 http://isni.org/isni/0000000115620796.
|
| 245 |
1 |
4 |
|a The SABR/LIBOR market model :
|b pricing, calibration and hedging for complex interest-rate derivatives /
|c Riccardo Rebonato, Kenneth McKay, and Richard White.
|
| 260 |
|
|
|a Chichester, West Sussex, U.K. :
|b John Wiley & Sons,
|c 2009.
|
| 300 |
|
|
|a xi, 284 pages :
|b illustrations ;
|c 26 cm.
|
| 336 |
|
|
|a text
|b txt
|2 rdacontent.
|
| 337 |
|
|
|a unmediated
|b n
|2 rdamedia.
|
| 338 |
|
|
|a volume
|b nc
|2 rdacarrier.
|
| 504 |
|
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|a Includes bibliographical references (pages 271-274) and index.
|
| 650 |
|
0 |
|a Hedging (Finance)
|x Mathematical models.
|
| 650 |
|
0 |
|a Options (Finance)
|x Prices
|x Mathematical models.
|0 http://id.loc.gov/authorities/subjects/sh2010104480.
|
| 650 |
|
0 |
|a Derivative securities
|x Accounting.
|
| 650 |
|
0 |
|a Interest rate futures.
|0 http://id.loc.gov/authorities/subjects/sh85067245.
|
| 700 |
1 |
|
|a McKay, Kenneth,
|d 1981-
|0 http://id.loc.gov/authorities/names/n2009005225
|1 http://isni.org/isni/0000000114889371.
|
| 700 |
1 |
|
|a White, Richard,
|d 1976-
|0 http://id.loc.gov/authorities/names/n2009005222.
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| 907 |
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|b 03-20-20
|c 06-08-09
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|b 06-12-09
|c x
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|h 4
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|b 11-26-14
|c 06-08-09
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| 944 |
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|a MARS - RDA ENRICHED
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| 907 |
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|a .b54879929
|b 08-06-09
|c 06-08-09
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| 952 |
f |
f |
|p Can circulate
|a University of Colorado Boulder
|b Boulder Campus
|c Business
|d Business Library - Stacks
|e HG6024.A3 R427 2009
|h Library of Congress classification
|i book
|m U183048209614
|n 1
|
