01373nam a2200325Ia 4500001001200000003000800012006001900020007001500039008004100054010001700095020004300112020004900155040002100204035002100225050002700246082001700273100005000290245014200340260004500482300002600527504005100553533015200604650004200756650003400798650002600832655002900858710001700887856012600904999001701030ebr10731512CaPaEBRm     o  u        cr cn|||||||||121206s2013    njua    sb    001 0 eng d  z  2012047233  z9789814440127 (hardcover : alk. paper)  z9789814440134 (electronic book : alk. paper)  aCaPaEBRcCaPaEBR  a(OCoLC)85708188814aHG6024.A3bS876 2013eb04a332.64/52231 aSvishchuk, A. V.q(Anatoli�i Vital�evich)10aModeling and pricing of swaps for financial and energy markets with stochastic volatilitiesh[electronic resource] /cAnatoliy Swishchuk.  aTeaneck, NJ :bWorld Scientific,cc2013.  axxii, 303 p.  :bill.  aIncludes bibliographical references and index.  aElectronic reproduction.bPalo Alto, Calif. :cebrary,d2013.nAvailable via World Wide Web.nAccess may be limited to ebrary affiliated libraries. 0aSwaps (Finance)xMathematical models. 0aFinancexMathematical models. 0aStochastic processes. 7aElectronic books.2local2 aebrary, Inc.40uhttp://site.ebrary.com/lib/rucke/Doc?id=10731512zAn electronic book accessible through the World Wide Web; click to view  c37929d37929