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00000cam a2200000 a 4500 |
| 001 |
2460483 |
| 003 |
ICU |
| 005 |
20030521183400.0 |
| 008 |
960521s1996 maua b 000 0 eng d |
| 035 |
|
|
|a (ICU)BID21930938
|
| 035 |
|
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|a (OCoLC)34870530
|
| 040 |
|
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|a LRU
|c LRU
|d OCoLC
|
| 041 |
0 |
|
|a eng
|
| 100 |
1 |
|
|a Chen, Lin,
|d 1965-
|0 http://id.loc.gov/authorities/names/n96025512
|1 http://viaf.org/viaf/88068414
|
| 245 |
1 |
0 |
|a Stochastic mean and stochastic volatility :
|b a three-factor model of the term structure of interest rates and its applications in derivatives pricing and risk management /
|c [by Lin Chen].
|
| 260 |
|
|
|a Cambridge, MA :
|b Blackwell Publishers,
|c c1996.
|
| 300 |
|
|
|a 88 p. :
|b ill. ;
|c 23 cm.
|
| 336 |
|
|
|a text
|b txt
|2 rdacontent
|0 http://id.loc.gov/vocabulary/contentTypes/txt
|
| 337 |
|
|
|a unmediated
|b n
|2 rdamedia
|0 http://id.loc.gov/vocabulary/mediaTypes/n
|
| 338 |
|
|
|a volume
|b nc
|2 rdacarrier
|0 http://id.loc.gov/vocabulary/carriers/nc
|
| 440 |
|
0 |
|a Financial markets, institutions & instruments
|v v. 5, no. 1
|
| 500 |
|
|
|a Based on the author's thesis (doctoral)--Harvard University.
|
| 500 |
|
|
|a "New York University, Leonard N. Stern School of Business"--P. [1] of cover.
|
| 504 |
|
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|a Includes bibliographical references (p. 84-87).
|
| 650 |
|
0 |
|a Interest rates
|x Mathematical models.
|0 http://id.loc.gov/authorities/subjects/sh2008104788
|
| 650 |
|
0 |
|a Interest rate risk
|x Mathematical models.
|
| 650 |
|
0 |
|a Derivative securities
|x Prices
|x Mathematical models.
|0 http://id.loc.gov/authorities/subjects/sh2009123217
|
| 650 |
|
7 |
|a Derivative securities
|x Prices
|x Mathematical models.
|2 fast
|0 http://id.worldcat.org/fast/fst00891028
|
| 650 |
|
7 |
|a Interest rate risk
|x Mathematical models.
|2 fast
|0 http://id.worldcat.org/fast/fst00976173
|
| 650 |
|
7 |
|a Interest rates
|x Mathematical models.
|2 fast
|0 http://id.worldcat.org/fast/fst00976191
|
| 710 |
2 |
|
|a Leonard N. Stern School of Business.
|0 http://id.loc.gov/authorities/names/nr89009133
|1 http://viaf.org/viaf/157818679
|
| 903 |
|
|
|a HeVa
|
| 929 |
|
|
|a cat
|
| 999 |
f |
f |
|i 54a7cbfd-d447-5415-9b44-1e04a0a7d8c5
|s 6df544e3-c1f3-524c-a8c0-9ef905c40daa
|
| 928 |
|
|
|t Library of Congress classification
|a HB539.C54 1996
|l JRL
|c JRL-Gen
|i 2983108
|
| 927 |
|
|
|t Library of Congress classification
|a HB539.C54 1996
|l JRL
|c JRL-Gen
|b 45539400
|i 4626528
|
