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      <record key="001" att1="001" value="IHS10111560X" att2="IHS10111560X">001   IHS10111560X</record>
      <field key="037" subkey="x">englisch</field>
      <field key="050" subkey="x">Buch</field>
      <field key="076" subkey="">Ökonomie</field>
      <field key="100" subkey="">Clewlow, Les</field>
      <field key="104" subkey="a">Strickland, Chris</field>
      <field key="331" subkey="">Implementing Derivatives Models</field>
      <field key="403" subkey="">1. Ed.</field>
      <field key="410" subkey="">Chichester, New York, Weinheim</field>
      <field key="412" subkey="">John Wiley and Sons</field>
      <field key="425" subkey="">1998</field>
      <field key="433" subkey="">xx, 309 pp.</field>
      <field key="451" subkey="">Wiley Series in Financial Engineering</field>
      <field key="451" subkey="h">Marshall, Jack (Ed.)</field>
      <field key="517" subkey="c">from the Table of Contents: Implementing Models in a Generalised Black-Scholes World: The Black-Scholes World, Option Pricing and</field>
      <field key="Num" subkey="e">rical Techniques; The Binomial Method; Trinomial Trees and Finite Difference Methods; Monte Carlo Simulation; Implied Trees</field>
      <field key="and" subkey="">Exotic Options; Implementing Interest Rate Models: Option Pricing and Hedging and Numerical Techniques for Pricing Interest</field>
      <field key="Rat" subkey="e">Derivatives; Term Structure Consistent Models; Constructing Binomial Trees for the Short Rate; Constructing Trinomial Trees</field>
      <field key="for" subkey="">the Short Rate; The Health, Jarrow and Morton Model;</field>
      <field key="540" subkey="">0-471-96651-7</field>
      <field key="544" subkey="">16096-A</field>
    </SEQUENTIAL>
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