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008 000519s||||    us            ||| | eng  
020   $a1584880317
035   $ab10825101-39ule_inst
035   $aLE01309802$9ExL
040   $aDip.to Matematica$beng
082 0 $a519.8
084   $aAMS 91B
100 1 $aAvellaneda, Marco$0117272
245 10$aQuantitative modeling of derivative securities :$bfrom theory to practice /$cMarco Avellaneda in collaboration with Peter Laurence
260   $aBoca Raton, Fl :$bChapman & Hall/CRC,$cc2000
300   $axii, 322 p. :$bill. ;$c26 cm.
500   $aIncludes bibliographical references and index
650  4$aDerivative securities
650  4$aExotic options (Finance)
650  4$aOptions (Finance)
700 1 $aLaurence, Peter
907   $a.b10825101$b21-02-12$c28-06-02
912   $a991001276419707536
945   $aLE013 91B AVE11 (2000)$g1$i2013000120720$lle013$o-$pE0.00$q-$rl$s-  $t0$u6$v2$w6$x0$y.i10932860$z28-06-02
945   $aLE025 ECO 519 AVE01.01 $g1$i2025000140455$lle025$o-$pE0.00$q-$rl$s-  $t0$u1$v14$w1$x0$y.i13894882$z12-10-04
945   $aLE025 ECO 519 AVE01.01 $g2$i2025000141506$lle025$o-$pE0.00$q-$rl$s-  $t0$u0$v0$w0$x0$y.i14044924$z07-04-05
996   $aQuantitative modeling of derivative securities$9512992
997   $aUNISALENTO
998   $ale013$a(2)le025$b01-01-00$cm$da  $e-$feng$gus $h0$i3