000 00984nam a2200253Ia 4500
003 OSt
005 20210706114500.0
008 210310s1998 enkad fr 000 0 eng d
020 _a89933291X
040 _aCO-JMCR
_cCO-JMCR
041 0 _aeng
082 0 4 _a332.6323 /
_bA544m
_223
100 1 _aAndersen, Leif,
_916215
_eautor
245 1 0 _aMonte Carlo :
_bmethodologies and applications for pricing and risk management /
_cLeif Andersen, Jérome Barraquand, John W. Barrett [y otros 35] ; edited by Bruno Dupire
260 _aLondres :
_bRisk Books,
_c1998
300 _axviii, 348 páginas :
_bilustraciones y gráficas a blanco y negro ;
_c30 cm.
505 0 _aPricing -- American style -- Fixed income -- Var -- Deterministic methods
650 1 4 _aFijación de precios
_916217
650 2 4 _aRenta fija
_938378
700 1 _aBarraquand, Jérome,
_eautor
_938379
700 1 _aBarrett, John W.,
_eautor
_938380
700 1 _aDupire, Bruno,
_eeditor
_916215
942 _2ddc
_cBK
999 _c8058
_d8058