On the hedging of interest rate derivatives (Record no. 3880)
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000 -LEADER | |
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fixed length control field | 00711nam a22002417a 4500 |
001 - CONTROL NUMBER | |
control field | ched60390610 |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20240425162834.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 121008t xxu||||| |||| 00| 0 eng d |
050 ## - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | CD-01563t |
099 ## - LOCAL FREE-TEXT CALL NUMBER (OCLC) | |
-- | 4337 |
-- | 4337 |
100 ## - MAIN ENTRY--PERSONAL NAME | |
Personal name | Teng, Timothy Robin Y. |
245 ## - TITLE STATEMENT | |
Title | On the hedging of interest rate derivatives |
Statement of responsibility, etc. | Timothy Robin Y. Teng |
260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
Place of publication, distribution, etc. | Quezon City |
Name of publisher, distributor, etc. | Ateneo de Manila University - Loyola Schools |
Date of publication, distribution, etc. | 2012 |
300 ## - PHYSICAL DESCRIPTION | |
Extent | v, 174p. |
502 ## - DISSERTATION NOTE | |
Dissertation note | Doctor of Philosophy |
Degree type | Mathematics |
630 ## - SUBJECT ADDED ENTRY--UNIFORM TITLE | |
Uniform title | INTEREST RATE DERIVATIVES |
630 ## - SUBJECT ADDED ENTRY--UNIFORM TITLE | |
Uniform title | HEDGING STRATEGY |
630 ## - SUBJECT ADDED ENTRY--UNIFORM TITLE | |
Uniform title | CHANGE OF MEASURE |
630 ## - SUBJECT ADDED ENTRY--UNIFORM TITLE | |
Uniform title | CLARCK-OCONE FORMULA |
630 ## - SUBJECT ADDED ENTRY--UNIFORM TITLE | |
Uniform title | DELTA HEDGING |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Koha item type | Thesis and Dissertation |
Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Date acquired | Total checkouts | Barcode | Date last seen | Price effective from | Koha item type |
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Commission on Higher Education | Commission on Higher Education | 03/16/2023 | CD-01563t | 03/16/2023 | 03/16/2023 | Thesis and Dissertation |