000			01016aam a2200277 a 4500
001			2008026309
003			DLC
005			20081209102604.0
008			080623s2009 njua b 001 0 eng d
010			_a 2008026309
020			_a9780470292921
020			_a047029292X
040			_aDLC _cDLC _dNNfCLS _dUK-RwCLS
050	0	4	_aHG106 _b.F76 2009
082	0	0	_a332.015195 _222
245	0	0	_aFrontiers in quantitative finance : _bvolatility and credit risk modeling / _cRama Cont, editor.
260			_aHoboken, N.J. : _bJohn Wiley & Sons, _c2008, c2009.
300			_axvii, 299 p. : _bill. ; _c24 cm.
490	1		_aWiley finance
504			_aIncludes bibliographical references and index.
650		0	_aFinance _xMathematical models.
650		0	_aDerivative securities _xMathematical models.
700	1		_aCont, Rama.
830		0	_aWiley finance series.
952			_w2010-07-16 _p2000001398 _v45.35 _r2012-02-01 _40 _eCoutts _00 _bSKOLKOVO _10 _oHG106 .F76 _d2010-07-16 _t1 _70 _cSHE _g45.35 _yBK _aSKOLKOVO
999			_c676 _d676