Interest Rate Modeling: Theory and Practice (Record no. 101039)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 00923aam a2200205 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20160215141004.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 160213b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781420090567 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.8015195 |
| Item number | WU |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Wu, Lixin |
| 9 (RLIN) | 1288 |
| 245 ## - TITLE STATEMENT | |
| Title | Interest Rate Modeling: Theory and Practice |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc. | CRC Press |
| Date of publication, distribution, etc. | 2015 |
| Place of publication, distribution, etc. | Boca Raton |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 333p |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | Chapman & Hall/CRC Financial Mathematics Series |
| 9 (RLIN) | 1289 |
| 500 ## - GENERAL NOTE | |
| General note | 1. The Basics of Stochastic Calculus<br/>2. The Martingale Representation Theorem<br/>3. Interest Rates and Bonds<br/>4. The Heath-Jarrow-Morton Model<br/>5. Short-Rate Models and Lattice Implementation<br/>6. The LIBOR Market Model<br/>7. Calibration of LIBOR Market Model<br/>8. Volatility and Correlation Adjustments<br/>9. Affine Term Structure Models |
| 600 ## - SUBJECT ADDED ENTRY--PERSONAL NAME | |
| Personal name | Interest Rates - Mathematical Models |
| 9 (RLIN) | 1290 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Book |
| Call number prefix | 332.8015195 |
| Call number suffix | WU |
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