00896nam a2200229Ia 4500003000400000005001700004008004100021020001400062040002100076041000800097082002600105100002800131245017700159260003500336300008400371505007800455650002600533650001500559700003400574700003000608700002800638OSt20210706114500.0210310s1998 enkad fr 000 0 eng d a89933291X aCO-JMCRcCO-JMCR0 aeng04a332.6323 /bA544m2231 aAndersen, Leif, eautor10aMonte Carlo : bmethodologies and applications for pricing and risk management / cLeif Andersen, Jérome Barraquand, John W. Barrett [y otros 35] ; edited by Bruno Dupire aLondres : bRisk Books, c1998 axviii, 348 páginas : bilustraciones y gráficas a blanco y negro ; c30 cm.0 aPricing -- American style -- Fixed income -- Var -- Deterministic methods14aFijación de precios24aRenta fija1 aBarraquand, Jérome, eautor1 aBarrett, John W., eautor1 aDupire, Bruno, eeditor