| 000 | 00961aam a2200217 4500 | ||
|---|---|---|---|
| 005 | 20241204213706.0 | ||
| 008 | 241204b2002 xxu||||| |||| 00| 0 eng d | ||
| 040 | _aIMI, New Delhi | ||
| 245 |
_aInterest rate, term structure, and valuation modeling _ceditor Frank J Fabozzi |
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| 260 |
_aNew Jersey _bJohn Wiley & Sons _c2002 |
||
| 690 | _aDerivaive securities-Valuation-Mathematical models | ||
| 690 | _aInterest rate futures-Valuation-Mathematical models | ||
| 690 | _aFixed income securities-Valuation-Mathematical models | ||
| 920 | _a12572 | ||
| 040 | _aIMI, New Delhi | ||
| 082 | _a332.6320151 INT(Ref.) | ||
| 300 | _axiii, : 514p. | ||
| 400 | _v The Frank J Fabozzi series | ||
| 700 | _aFabozzi, Frank J | ||
| 945 | _aInterest rate, term structure, and valuation modeling / editor Frank J Fabozzi | ||
| 960 | _aNew Jersey: John Wiley & Sons, 2002. | ||
| 969 | _aBooks | ||
| 909 | _p14619 (Ref.) Accn No.Item StatusAdd IdLocationItem Category14619Ref.R RESTRICTED_DOC N' | ||
| 999 |
_c12584 _d12584 |
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