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Market consistency : model calibration in imperfect markets

[NT 42944] Record Type:	[NT 1579] Language materials, printed : [NT 40817] monographic
[NT 47348] Title Information:	model calibration in imperfect markets
[NT 47261] Author:	KempMalcolm H. D.,
[NT 47351] Place of Publication:	Chichester, U.K.
[NT 47263] Published:	Wiley;
[NT 47352] Year of Publication:	c2009.
[NT 47264] Description:	xxv, 350 p.ill. : 26 cm.;
[NT 47298] Series:	Wiley finance series
[NT 47266] Subject:	Capital market. -
[NT 47266] Subject:	Risk management. -
[NT 47266] Subject:	Banks and banking. -
[NT 50961] ISBN:	0470770880

Market consistency : model calibration in imperfect markets
Kemp, Malcolm H. D.

Market consistency : model calibration in imperfect markets / Malcolm H. D. Kemp. - Chichester, U.K. : Wiley, c2009.. - xxv, 350 p. ; ill. ; 26 cm.. - (Wiley finance series).
Includes bibliographical references and index..
ISBN 0470770880ISBN 9780470770887
Capital market.Risk management.Banks and banking.

Market consistency : model calibration in imperfect markets
LDR:00728cam 2200241 450 001 215211
005 20120619035602.0
009 a(OCoLC)ocn320799924
009 15754140
010 1 $a 0470770880 $b hbk. $d NT2599
010 1 $a 9780470770887 $b hbk.
020 $a US $b 2009021636
100 $a 20111221d2009 m y0engy09 b
101 0 $a eng
102 $a gb
105 $a a a 001yy
200 1 $a Market consistency $e model calibration in imperfect markets $f Malcolm H. D. Kemp.
210 $a Chichester, U.K. $d c2009. $c Wiley
215 1 $a xxv, 350 p. $c ill. $d 26 cm.
225 2 $a Wiley finance series
320 $a Includes bibliographical references and index.
410 0 $1 2001 $a Wiley finance series
606 $2 lc $a Capital market. $3 216040
606 $2 lc $a Risk management. $3 202518
606 $2 lc $a Banks and banking. $3 212963
676 $a 332/.0415 $v 22
680 $a HG4523 $b .K46 2009
700 1 $a Kemp $b Malcolm H. D. $3 216039

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