000 00943pam a2200301 a 4500
001 42389666
003 OCoLC
005 20150408113724.0
008 990830s2000 flua b 001 0 eng
010 _a99047242
015 _aGB99-75607
020 _a1584880317 (alk. paper)
035 _a.o2394807
040 _aDLC
_cDLC
_dC#P
_dUKM
_dWSU
042 _apcc
050 0 0 _aHG6024.A3
_bA93 2000
082 0 0 _a332.63/228
_221
100 1 _aAvellaneda, Marco,
_d1955-
_94622
245 1 0 _aQuantitative modeling of derivative securities
_bfrom theory to practice /
_cMarco Avellaneda in collaboration with Peter Laurence.
260 _aBoca Raton, Fla.
_bChapman & Hall/CRC,
_cc2000.
300 _bill. ;
_c26 cm.
_axii, 322 p.
504 _aDe
650 _aDerivative securities
_94623
650 _aOptions (Finance)
_94624
650 _aExotic options (Finance)
_94625
700 _aLaurence, Peter
_94626
942 _2ddc
_cDVD
999 _c903
_d235403