LIBOR rate models, related derivatives and model calibration:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin
WIAS
1999
|
| Schriftenreihe: | Weierstraß-Institut für Angewandte Analysis und Stochastik <Berlin>: Preprint
480 |
| Beschreibung: | 29 |
Internformat
MARC
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| 008 | 990901s1999 |||| 00||| eng d | ||
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| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
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| 100 | 1 | |a Schoenmakers, John |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a LIBOR rate models, related derivatives and model calibration |c John Schoenmakers ; Brian Coffey |
| 264 | 1 | |a Berlin |b WIAS |c 1999 | |
| 300 | |a 29 | ||
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| 490 | 1 | |a Weierstraß-Institut für Angewandte Analysis und Stochastik <Berlin>: Preprint |v 480 | |
| 700 | 1 | |a Coffey, Brian |e Verfasser |4 aut | |
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Datensatz im Suchindex
| _version_ | 1804127408678240256 |
|---|---|
| any_adam_object | |
| author | Schoenmakers, John Coffey, Brian |
| author_facet | Schoenmakers, John Coffey, Brian |
| author_role | aut aut |
| author_sort | Schoenmakers, John |
| author_variant | j s js b c bc |
| building | Verbundindex |
| bvnumber | BV012740711 |
| ctrlnum | (OCoLC)76030330 (DE-599)BVBBV012740711 |
| format | Book |
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| id | DE-604.BV012740711 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T18:32:53Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008663844 |
| oclc_num | 76030330 |
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| owner_facet | DE-355 DE-BY-UBR |
| physical | 29 |
| publishDate | 1999 |
| publishDateSearch | 1999 |
| publishDateSort | 1999 |
| publisher | WIAS |
| record_format | marc |
| series | Weierstraß-Institut für Angewandte Analysis und Stochastik <Berlin>: Preprint |
| series2 | Weierstraß-Institut für Angewandte Analysis und Stochastik <Berlin>: Preprint |
| spelling | Schoenmakers, John Verfasser aut LIBOR rate models, related derivatives and model calibration John Schoenmakers ; Brian Coffey Berlin WIAS 1999 29 txt rdacontent n rdamedia nc rdacarrier Weierstraß-Institut für Angewandte Analysis und Stochastik <Berlin>: Preprint 480 Coffey, Brian Verfasser aut Weierstraß-Institut für Angewandte Analysis und Stochastik <Berlin>: Preprint 480 (DE-604)BV009885922 480 |
| spellingShingle | Schoenmakers, John Coffey, Brian LIBOR rate models, related derivatives and model calibration Weierstraß-Institut für Angewandte Analysis und Stochastik <Berlin>: Preprint |
| title | LIBOR rate models, related derivatives and model calibration |
| title_auth | LIBOR rate models, related derivatives and model calibration |
| title_exact_search | LIBOR rate models, related derivatives and model calibration |
| title_full | LIBOR rate models, related derivatives and model calibration John Schoenmakers ; Brian Coffey |
| title_fullStr | LIBOR rate models, related derivatives and model calibration John Schoenmakers ; Brian Coffey |
| title_full_unstemmed | LIBOR rate models, related derivatives and model calibration John Schoenmakers ; Brian Coffey |
| title_short | LIBOR rate models, related derivatives and model calibration |
| title_sort | libor rate models related derivatives and model calibration |
| volume_link | (DE-604)BV009885922 |
| work_keys_str_mv | AT schoenmakersjohn liborratemodelsrelatedderivativesandmodelcalibration AT coffeybrian liborratemodelsrelatedderivativesandmodelcalibration |