000 01584cam a2200421 a 4500
001 2002726819
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008 050915s2002 njua b 001 0 eng d
010 _a 2002726819
015 _aGBA2-W6261
020 _a0471220949
_c85.45
035 _a(OCoLC)ocm50055468
040 _aUKM
_cUKM
_dTJC
_dDLC
042 _alccopycat
050 0 0 _aHG4650
_b.I57 2002
090 _aHG 4650 .I57 2002
245 0 0 _aInterest rate, term structure, and valuation modeling /
_cFrank J. Fabozzi, editor.
260 _aHoboken, N.J. :
_bWiley,
_cc2002.
300 _axiii, 514 p. :
_bill. ;
_c24 cm.
336 _2rdacontent
_atext
_btxt
337 _2rdamedia
_aunmediated
_bn
338 _2rdacarrier
_avolume
_bnc
440 0 _aFrank J. Fabozzi series
_955219
504 _aIncludes bibliographical references and index.
650 0 _aFixed-income securities
_xValuation
_xMathematical models.
_972855
650 0 _aInterest rate futures
_xValuation
_xMathematical models.
_978159
650 0 _aDerivative securities
_xValuation
_xMathematical models.
_95721
650 0 _aInterest rates
_xMathematical models.
_978160
700 1 _aFabozzi, Frank J.
_969550
852 _9p85.45
_y06-28-2003
907 _a14727
_b08-12-10
_c08-06-10
942 _cBOOK
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