000			01196cam a22002894a 4500
001			vtls000022591
003			IIMI
005			20201201020045.0
008			050921s2005 nju 000 0 eng
020			_a0471718866 _cUSD 79.95
039		9	_a200604221743 _bvilasn _c200604201921 _dvilasn _c200604181915 _dvilasn _y200604181915 _zvilasn
040			_aIIMI
082	0	0	_a658.155 _bR2F2
100			_aRachev, S. T. _9211032
245	1	0	_aFat-tailed and skewed asset return distributions : _bimplications for risk management, portfolio selection, and option pricing / _cSveltozar T. Rachev, Frank J. Fabozzi and Christian Menn.
260			_aHoboken, N.J. : _bJohn Wiley & Sons, _c2005.
300			_axiii, 369 p. ;
650			_aProbability and Statistics
650			_aStochastic processes
650			_aPortfolio selection
650			_aRisk management
650			_aOption pricing
700	1		_aFabozzi, Frank J. _9951405
700	1		_aMenn, Christian. _9951406
949			_AVIRTUAITEM _D10000 _F1 _G10000 _X100 _617224
999			_aVIRTUA _c195668 _d195668
999			_aVTLSSORT0080*0200*0400*0820*1000*2450*2600*3000*6500*6501*6502*6503*6504*7000*7001*9991