LEADER 01570nam0 2200349 i 450 
001 SUN0113875
005 20180126102736.299
010   $d0.00
017 70$2N$a978-3-319-25385-5
100   $a20180122d2015       |0engc50      ba
101   $aeng
102   $aCH
105   $a||||    |||||
200 1 $a*Interest rate modeling$epost-crisis challenges and approaches$fZorana Grbac, Wolfgang J. Runggaldier
205   $a[Cham] : Springer, 2015
210   $aXIII$d140 p.$cill. ; 24 cm
215   $aPubblicazione in formato elettronico
410  1$1001SUN0102934$12001 $a*SpringerBriefs in quantitative finance$1210  $aBerlin$cSpringer$d2013-.
606   $a60H30$xApplications of stochastic analysis (to PDEs, etc.) [MSC 2020]$2MF$3SUNC021490
606   $a91G20$xDerivative securities (option pricing, hedging, etc.) [MSC 2020]$2MF$3SUNC031011
606   $a91G30$xInterest rates, asset pricing, etc. (stochastic models)  [MSC 2020]$2MF$3SUNC031012
606   $a91G40$xCredit risk [MSC 2020]$2MF$3SUNC031366
620   $aCH$dCham$3SUNL001889
700  1$aGrbac$b, Zorana$3SUNV087969$0755682
701  1$aRunggaldier$b, Wolfgang J.$3SUNV036245$0104586
712   $aSpringer$3SUNV000178$4650
801   $aIT$bSOL$c20210503$gRICA
856 4 $uhttp://dx.doi.org/10.1007/978-3-319-25385-5
912   $aSUN0113875
950   $aUFFICIO DI BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08CONS      e-book                  0257        $e08eMF257               20180122            
996   $aInterest rate modeling$91522826
997   $aUNICAMPANIA