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  <titleInfo>
    <nonSort>The </nonSort>
    <title>valuation of interest rate derivative securities</title>
  </titleInfo>
  <name type="personal">
    <namePart>Munnik, J. F. J. de (Jeroen F. J.)</namePart>
    <namePart type="date">1966-</namePart>
    <role>
      <roleTerm authority="marcrelator" type="text">creator</roleTerm>
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  <typeOfResource>text</typeOfResource>
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    <place>
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    <place>
      <placeTerm type="text">New York</placeTerm>
    </place>
    <publisher>Routledge</publisher>
    <dateIssued>1996</dateIssued>
    <issuance>monographic</issuance>
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  <language>
    <languageTerm authority="iso639-2b" type="code">eng</languageTerm>
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  <physicalDescription>
    <form authority="marcform">print</form>
    <extent>xii, 181 p. : ill. ; 27 cm.</extent>
  </physicalDescription>
  <note type="statement of responsibility">Jeroen F.J. de Munnik.</note>
  <note>Includes bibliographical references (p. 176-179) and index.</note>
  <subject authority="lcsh">
    <topic>Securities</topic>
    <topic>School of Business and Education</topic>
  </subject>
  <subject authority="lcsh">
    <topic>Interest rates</topic>
    <topic>Mathematical models</topic>
  </subject>
  <subject authority="lcsh">
    <topic>Derivative securities</topic>
    <topic>Valuation</topic>
    <topic>Mathematical models</topic>
  </subject>
  <subject>
    <topic>Contingent claim valuation.</topic>
  </subject>
  <classification authority="lcc">HG 4515.2 .M86 1996</classification>
  <classification authority="ddc" edition="20">HG 4515.2 .M86 1996</classification>
  <relatedItem type="series">
    <titleInfo>
      <title>Routledge new advances in economics ; 1</title>
    </titleInfo>
  </relatedItem>
  <identifier type="isbn">0415137276</identifier>
  <identifier type="lccn">96006089</identifier>
  <identifier type="uri">http://www.loc.gov/catdir/enhancements/fy0649/96006089-d.html</identifier>
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