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Quantitative modeling of derivative securities : from theory to practice /

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MARC

001

258088

003

OCoLC

005

19991214114854.0

008		000816s1999 flu b 001 0 eng
010		\|a 99047242
020		\|a1584880317
035		\|a00260038
040		\|aDLC\|cDLC
049		\|aPVYA[][][][133072]
050	0	\|aHG6024.A3\|bA93 1999
092	0	\|a332.63228\|bAv33
095		\|pBOOK\|d332.63228\|eAv33
100	1	\|aAvellaneda, Marco\|d1955-
245	10	\|aQuantitative modeling of derivative securities :\|bfrom theory to practice /\|cMarco Avellaneda in collaboration with Peter Laurence.
260		\|aBoca Raton, Fla. :\|bChapman & Hall,\|c1999.
300		\|axii, 322 p. ;\|c26 cm.
504		\|aIncludes bibliographical references and index.
650	0	\|aDerivative securities.
650	0	\|aOptions (Finance)
650	0	\|aExotic options (Finance)
700	1	\|aLaurence, Peter.

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