LEADER 00999cam0-22003611i-450- 001 990003689480403321 005 20071203104653.0 010 $a0-471-34912-7 035 $a000368948 035 $aFED01000368948 035 $a(Aleph)000368948FED01 035 $a000368948 100 $a20030910d1999----km-y0itay50------ba 101 0 $aeng 102 $aUS 200 1 $aBootstrap methods$ea practitioner's guide$fMichael R. Chernick 210 $aNew York$cWiley$d1999 215 $aXVI, 264 p.$d24 cm 225 1 $aWiley series in probability and statistics 610 0 $aInferenza statistica 610 0 $aInferenza non parametrica 610 0 $aBootstrap 676 $a519.544$v21$zita 700 1$aChernick,$bMichael R.$0140081 801 0$aIT$bUNINA$gRICA$2UNIMARC 901 $aBK 912 $a990003689480403321 952 $aX-B-42$b7926$fMAS 952 $aVI E 1257$b42770$fFSPBC 959 $aMAS 959 $aFSPBC 996 $aBootstrap methods$9499952 997 $aUNINA LEADER 00755nam0-22002771i-450- 001 990003148640403321 035 $a000314864 035 $aFED01000314864 035 $a(Aleph)000314864FED01 035 $a000314864 100 $a20000920d1986----km-y0itay50------ba 101 0 $aita 102 $aIT 200 1 $a"Options" e copertura dei rischi finanziari$fFrancesco Cetta. 210 $aRoma$c[s.n.]$d\febbraio \\1986. 215 $a55 p.$d23 cm 225 1 $aQuaderni ISE$v23 702 1$aCetta,$bFrancesco 801 0$aIT$bUNINA$gRICA$2UNIMARC 901 $aBK 912 $a990003148640403321 952 $aA/71 QUA$b3694$fSES 959 $aSES 996 $a"Options" e copertura dei rischi finanziari$9456244 997 $aUNINA DB $aING01