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010530s2000 flua 000 0 eng d |
| 020 |
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|a 1584880317
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| 035 |
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|a (Sirsi) i9781584880318
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| 040 |
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|a DLC
|c DLC
|d UV#
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| 050 |
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|a HG6024.A3
|b A93
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| 082 |
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4 |
|a 332.63/228
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| 100 |
1 |
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|a Avellaneda, Marco,
|d 1955-
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| 245 |
1 |
0 |
|a Quantitative modeling of derivative securities :
|b from theory to practice /
|c Marco Avellaneda ; in collaboration with Peter Laurence.
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| 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 il. ;
|c 26 cm.
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| 504 |
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|a Incluye notas bibliográficas.
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| 650 |
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4 |
|a Valores derivados.
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| 650 |
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4 |
|a Opciones (Finanzas).
|9 4685
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| 650 |
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4 |
|a Opciones exóticas (Finanzas).
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| 700 |
1 |
2 |
|a Laurence, Peter.
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| 901 |
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|a Z0
|b UV#
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| 902 |
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|a DBUV
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| 596 |
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|a 2
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| 942 |
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|c LIBRO
|6 _
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| 999 |
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|c 99605
|d 99605
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