No-arbitrage term-structure modelling /
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| 主要作者: | |
|---|---|
| 格式: | Thesis 圖書 |
| 語言: | English |
| 出版: |
2000.
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| LEADER | 00911nam a2200241 a 4500 | ||
|---|---|---|---|
| 001 | u691527 | ||
| 003 | SIRSI | ||
| 008 | 020917s2000 si v 00 1 eng m | ||
| 035 | |a ACV-8734 | ||
| 040 | |a UMM | ||
| 090 | |a HF5630 |b NUSP 2000 Qin | ||
| 100 | 1 | 0 | |a Qin, Xiao. |
| 245 | 1 | 0 | |a No-arbitrage term-structure modelling / |c Qin Xiao. |
| 260 | |c 2000. | ||
| 300 | |a xi, 105 leaves : |b ill. ; |c 30 cm. | ||
| 502 | |a Thesis (Ph.D.) -- Dept. of Finance & Accounting, Faculty of Business Administration, National University of Singapore, 2000. | ||
| 504 | |a Bibliography: leaves 98-105. | ||
| 650 | 0 | |a Interest rates |x Mathematical models. | |
| 650 | 0 | |a Derivative securities |x Prices |x Mathematical models. | |
| 650 | 0 | |a Hedging (Finance) | |
| 948 | |a 03/10/2002 |b 03/10/2002 | ||
| 596 | |a 1 | ||
| 999 | |a HF5630 NUSP 2000 QIN |w LC |c 1 |i A510910759 |d 24/8/2006 |f 24/8/2006 |g 1 |l B_KOM4 |m P01UTAMA |r Y |s Y |t TESIS |u 23/12/2004 |o .PUBLIC. BKOM 4 :43628 | ||