| 000 | 00907nam a2200301Ia 4500 | ||
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| 003 | OSt | ||
| 005 | 20220912150734.0 | ||
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| 008 | 220909b |||||||| |||| 00| 0 eng d | ||
| 020 | _a1584880317 (hbd) | ||
| 024 | _a7252 | ||
| 037 | _bSelectbook, | ||
| 037 | _cTextual | ||
| 040 |
_aCSL _beng _cCSL |
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| 041 | _aeng | ||
| 082 | _aB2880bX652, P0 | ||
| 100 | _aAvellaneda Marco | ||
| 245 | 0 | _aQuantitative modeling of derivative securities: from theory to practice | |
| 260 |
_aBoca _bRaton Chapman Hall/CRC _c2000 |
||
| 300 | _axii,322p | ||
| 500 | _aIncludes bibliographical references; Index 313-322p | ||
| 650 | _a Mathematical models irt Securities | ||
| 650 | _aStatistics | ||
| 700 | _a Laurence Peter | ||
| 942 |
_hB2880bX652, P0 _cTEXL _2CC |
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| 999 |
_c53790 _d53790 |
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