| Record ID | marc_columbia/Columbia-extract-20221130-009.mrc:354864651:1854 |
| Source | marc_columbia |
| Download Link | /show-records/marc_columbia/Columbia-extract-20221130-009.mrc:354864651:1854?format=raw |
LEADER: 01854pam a22003494a 4500
001 4325279
005 20221102194748.0
008 030821t20042004njua b 001 0 eng
010 $a 2003062309
015 $aGBA4-Z9270
020 $a0691118930 (alk. paper)
020 $a0691118949 (pbk. : alk. paper)
035 $a(OCoLC)ocm52937645
035 $a(NNC)4325279
035 $a4325279
040 $aDLC$cDLC$dYDX$dUKM$dOrLoB-B
042 $apcc
050 00 $aHG1621$b.C25 2004
082 00 $a332.8/01/51$222
100 1 $aCairns, Andrew$q(Andrew J. G.)$0http://id.loc.gov/authorities/names/nr98035610
245 10 $aInterest rate models :$ban introduction /$cAndrew J.G. Cairns.
260 $aPrinceton, N.J. :$bPrinceton University Press,$c[2004], ©2004.
300 $axii, 274 pages :$billustrations ;$c24 cm
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
504 $aIncludes bibliographical references (p. [265]-270) and index.
505 00 $g1.$tIntroduction to Bond Markets --$g2.$tArbitrage-Free Pricing --$g3.$tDiscrete-Time Binomial Models --$g4.$tContinuous-Time Interest Rate Models --$g5.$tNo-Arbitrage Models --$g6.$tMultifactor Models --$g7.$tThe Forward-Measure Approach --$g8.$tPositive Interest --$g9.$tMarket-Models --$g10.$tNumerical Methods --$g11.$tCredit Risk --$g12.$tModel Calibration --$gApp. A.$tSummary of Key Probability and SDE Theory --$gApp. B.$tThe Vasicek and CIR Models: Proofs.
650 0 $aInterest rates$xMathematical models.$0http://id.loc.gov/authorities/subjects/sh2008104788
650 0 $aBonds$xMathematical models.
650 0 $aSecurities$xMathematical models.$0http://id.loc.gov/authorities/subjects/sh2010112455
650 0 $aDerivative securities$xPrices$xMathematical models.$0http://id.loc.gov/authorities/subjects/sh2009123217
852 00 $boff,bus$hHG1621$i.C25 2004