000			01572nam a22003854a 4500
001			EBC2010268
003			MiAaPQ
006			m o d |
007			cr cn|||||||||
008			041222s2005 flua sb 001 0 eng
010			_z 2004065976
020			_z158488441X (alk. paper)
035			_a(MiAaPQ)EBC2010268
035			_a(Au-PeEL)EBL2010268
035			_a(CaPaEBR)ebr10142587
035			_a(CaONFJC)MIL31464
035			_a(OCoLC)326786309
040			_aMiAaPQ _cMiAaPQ _dMiAaPQ
050		4	_aHG6024.5 _b.S36 2005
082	0	4	_a332.64/57/0151 _222
100	1		_aSchoenmakers, John.
245	1	0	_aRobust Libor modelling and pricing of derivative products _h[electronic resource] / _cJohn Schoenmakers.
260			_aBoca Raton, FL : _bChapman & Hall/CRC, _c2005.
300			_axvi, 202 p. : _bill.
490	1		_aChapman & Hall/CRC financial mathematics series
504			_aIncludes bibliographical references (p. 193-198) and index.
533			_aElectronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
650		0	_aInterest rate futures _xMathematical models.
650		0	_aInterest rates _xMathematical models.
650		0	_aDerivative securities _xPrices _xMathematical models.
655		4	_aElectronic books.
710	2		_aProQuest (Firm)
830		0	_aChapman & Hall/CRC financial mathematics series.
856	4	0	_uhttp://ezproxy01.ny.edu.hk:2048/login?url=https://ebookcentral.proquest.com/lib/ircp3g4/detail.action?docID=2010268 _zClick to View
999			_c35378 _d35378