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|a 1584880317 (alk. paper)
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|a (OCoLC)000010780
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|a (udesa)000010780USA01
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|a (OCoLC)990000107800204151
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|a DLC
|c DLC
|d C#P
|d UKM
|d U@S
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|a pcc
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| 049 |
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|a U@SA
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| 050 |
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|a HG6024.A3
|b A93 2000
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| 100 |
1 |
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|a Avellaneda, Marco,
|d 1955-
|
| 245 |
1 |
0 |
|a Quantitative modeling of derivative securities :
|b from theory to practice /
|c Marco Avellaneda in collaboration with Peter Laurence.
|
| 260 |
|
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|a Boca Raton, Fla. :
|b Chapman & Hall/CRC,
|c c2000.
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| 300 |
|
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|a xii, 322 p. :
|b ill. ;
|c 26 cm.
|
| 504 |
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|a Includes bibliographical references and index.
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| 650 |
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0 |
|a Derivative securities.
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| 650 |
|
0 |
|a Options (Finance)
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| 650 |
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0 |
|a Exotic options (Finance)
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| 700 |
1 |
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|a Laurence, Peter.
|