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020 |
_a0471220949 _c85.45 |
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035 | _a(OCoLC)ocm50055468 | ||
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_aUKM _cUKM _dTJC _dDLC |
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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 |
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907 |
_a14727 _b08-12-10 _c08-06-10 |
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_cBOOK _00 |
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