000			01296cam a2200265Ia 4500
003			CO-NeUS
005			20190918062646.0
008			060906s2006 enk b 001 0 eng d
020			_a1904339948
020			_a9781904339946
040			_aESU _cESU _dUKM _dHKP _dCO-NeUS _bEspañol
041			_aeng
082	0	4	_a333.82 _221 _bJ27i
100	1		_aJames, Todd. _951177
245	1	0	_aInterest rate derivatives _ba practical guide to applications, pricing and modelling _cTodd James.
264			_aLondon _bRisk Books _c©2006.
300			_aix, 354 páginas _bilustrado _c24 cm.
504			_aIncluye referencias bibliográficas e índice.
505			_aFinancial mathematics -- Short-Term interest rates and futures -- Bonds: Pricing, risk and hedging -- Interest rate swaps -- Deriving a zero coupon curve -- Asset and liability swaps: Cashflows and pricing -- Hedging and trading interest rate swaps -- Cross-currency interest rate swaps -- Interest rate options -- Further interest rate swaps and options -- Financial accounting: IAS39 financial instruments recognition and measurement
650		0	_aDerivative securities _9106339
650		0	_aInterest rate futures _9113790
650		0	_aValores derivados (finanzas) _9134346
650		0	_aTasas de interés _9132625
942			_cCG
999			_c35675 _d35675