<?xml version="1.0" encoding="UTF-8" ?>
<modsCollection xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://www.loc.gov/mods/v3" xmlns:slims="http://slims.web.id" xsi:schemaLocation="http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-3.xsd">
 <slims:resultInfo>
  <slims:modsResultNum>10</slims:modsResultNum>
  <slims:modsResultPage>1</slims:modsResultPage>
  <slims:modsResultShowed>10</slims:modsResultShowed>
 </slims:resultInfo>
 <mods version="3.3" ID="9356">
  <titleInfo>
   <title>INTEREST-RATE OPTION MODELS:</title>
   <subTitle>UNDERSTANDING, ANALYSING AND USING MODELS FOR EXOTIC INTEREST-RATE OPTIONS</subTitle>
  </titleInfo>
  <name type="personal" authority="">
   <namePart>REBONATO, RICCARDO</namePart>
   <role>
    <roleTerm type="text">Primary Author</roleTerm>
   </role>
  </name>
  <typeOfResource collection="yes">mixed material</typeOfResource>
  <identifier type="isbn">0471965693</identifier>
  <originInfo>
   <place>
    <placeTerm type="text">Chicester</placeTerm>
    <publisher>John Wiley &amp; Sons</publisher>
    <dateIssued>1996</dateIssued>
   </place>
  </originInfo>
  <slims:image>interest-rate_option_models.jpg.jpg</slims:image>
 </mods>
 <mods version="3.3" ID="9354">
  <titleInfo>
   <title>THE EUROPEAN OPTIONS AND FUTURES MARKETS:</title>
   <subTitle>AN OVERVIEW AND ANALYSIS FOR MONEY MANAGERS AND TRADERS</subTitle>
  </titleInfo>
  <name type="personal" authority="">
   <namePart>MCLEAN, STUART K.</namePart>
   <role>
    <roleTerm type="text">Editor</roleTerm>
   </role>
  </name>
  <name type="corporate" authority="">
   <namePart>THE EUROPEAN BOND COMMISSION</namePart>
   <role>
    <roleTerm type="text">Primary Author</roleTerm>
   </role>
  </name>
  <typeOfResource collection="yes">mixed material</typeOfResource>
  <identifier type="isbn">1557381194</identifier>
  <originInfo>
   <place>
    <placeTerm type="text">Chicago</placeTerm>
    <publisher>Probus Publishing Company</publisher>
    <dateIssued>1991</dateIssued>
   </place>
  </originInfo>
  <slims:image>the_european_options_and_futures_markets.jpeg.jpeg</slims:image>
 </mods>
 <mods version="3.3" ID="9343">
  <titleInfo>
   <title>ADVANCED STRATEGIES IN FINANCIAL RISK MANAGEMENT</title>
  </titleInfo>
  <name type="personal" authority="">
   <namePart>SCHWARTZ, ROBERT J.</namePart>
   <role>
    <roleTerm type="text">Editor</roleTerm>
   </role>
  </name>
  <name type="personal" authority="">
   <namePart>SMITH, JR., CLIFFORD W.</namePart>
   <role>
    <roleTerm type="text">Editor</roleTerm>
   </role>
  </name>
  <typeOfResource collection="yes">mixed material</typeOfResource>
  <identifier type="isbn">0130688835</identifier>
  <originInfo>
   <place>
    <placeTerm type="text">New York</placeTerm>
    <publisher>New York Institute of Finance</publisher>
    <dateIssued>1993</dateIssued>
   </place>
  </originInfo>
  <slims:image>advanced_strategies_in_financial_risk_management.jpg.jpg</slims:image>
 </mods>
 <mods version="3.3" ID="9340">
  <titleInfo>
   <title>FUTURES AND OPTIONS MARKETS:</title>
   <subTitle>TRADING IN COMMODITIES AND FINANCIALS</subTitle>
  </titleInfo>
  <name type="personal" authority="">
   <namePart>BLANK, STEVEN C.</namePart>
   <role>
    <roleTerm type="text">Primary Author</roleTerm>
   </role>
  </name>
  <name type="personal" authority="">
   <namePart>CARTER, COLIN A.</namePart>
   <role>
    <roleTerm type="text">Primary Author</roleTerm>
   </role>
  </name>
  <name type="personal" authority="">
   <namePart>SCHMIESING, BRIAN H.</namePart>
   <role>
    <roleTerm type="text">Primary Author</roleTerm>
   </role>
  </name>
  <typeOfResource collection="yes">mixed material</typeOfResource>
  <identifier type="isbn">0133456617</identifier>
  <originInfo>
   <place>
    <placeTerm type="text">New Jersey</placeTerm>
    <publisher>Prentice Hall</publisher>
    <dateIssued>1991</dateIssued>
   </place>
  </originInfo>
  <slims:image>futures_and_options_markets.jpeg.jpeg</slims:image>
 </mods>
 <mods version="3.3" ID="9325">
  <titleInfo>
   <title>THE NEW OPTIONS MARKET</title>
  </titleInfo>
  <name type="personal" authority="">
   <namePart>ANSBACHER, MAX</namePart>
   <role>
    <roleTerm type="text">Primary Author</roleTerm>
   </role>
  </name>
  <typeOfResource collection="yes">mixed material</typeOfResource>
  <identifier type="isbn">0471348805</identifier>
  <originInfo>
   <place>
    <placeTerm type="text">New York</placeTerm>
    <publisher>John Wiley &amp; Sons</publisher>
    <dateIssued>2000</dateIssued>
   </place>
  </originInfo>
  <slims:image>the_new_options_market_4th.jpg.jpg</slims:image>
 </mods>
 <mods version="3.3" ID="9323">
  <titleInfo>
   <title>CURRENCY AND INTEREST-RATE HEDGING:</title>
   <subTitle>A USER'S GUIDE TO OPTIONS, FUTURES, SWAPS, AND FORWARD CONTRACTS</subTitle>
  </titleInfo>
  <name type="personal" authority="">
   <namePart>ANDERSEN, TORBEN JUUL</namePart>
   <role>
    <roleTerm type="text">Primary Author</roleTerm>
   </role>
  </name>
  <typeOfResource collection="yes">mixed material</typeOfResource>
  <identifier type="isbn">0132261014</identifier>
  <originInfo>
   <place>
    <placeTerm type="text">New York</placeTerm>
    <publisher>New York Institute of Finance</publisher>
    <dateIssued>1993</dateIssued>
   </place>
  </originInfo>
  <slims:image>currency_and_interest-rate_hedging_2nd_ed.jpg.jpg</slims:image>
 </mods>
 <mods version="3.3" ID="9319">
  <titleInfo>
   <title>INTRODUCTION TO FUTURES AND OPTIONS MARKETS:</title>
   <subTitle>INTERNATIONAL EDITION</subTitle>
  </titleInfo>
  <name type="personal" authority="">
   <namePart>HULL, JOHN C.</namePart>
   <role>
    <roleTerm type="text">Primary Author</roleTerm>
   </role>
  </name>
  <typeOfResource collection="yes">mixed material</typeOfResource>
  <identifier type="isbn">0137833172</identifier>
  <originInfo>
   <place>
    <placeTerm type="text">New Jersey</placeTerm>
    <publisher>Prentice Hall</publisher>
    <dateIssued>1998</dateIssued>
   </place>
  </originInfo>
  <slims:image>introduction_to_futures_and_options_markets_ie.jpg.jpg</slims:image>
 </mods>
 <mods version="3.3" ID="9312">
  <titleInfo>
   <title>AN INTRODUCTION TO OPTIONS AND FUTURES</title>
  </titleInfo>
  <name type="personal" authority="">
   <namePart>CHANCE, DON M.</namePart>
   <role>
    <roleTerm type="text">Primary Author</roleTerm>
   </role>
  </name>
  <typeOfResource collection="yes">mixed material</typeOfResource>
  <identifier type="isbn">0030123380</identifier>
  <originInfo>
   <place>
    <placeTerm type="text">Orlando, FL</placeTerm>
    <publisher>The Dryden Press</publisher>
    <dateIssued>1989</dateIssued>
   </place>
  </originInfo>
  <slims:image>an_introduction_to_options_and_futures.jpeg.jpeg</slims:image>
 </mods>
 <mods version="3.3" ID="8688">
  <titleInfo>
   <title>RISK-ADJUSTED LENDING CONDITIONS:</title>
   <subTitle>AN OPTION PRICING APPROACH</subTitle>
  </titleInfo>
  <name type="personal" authority="">
   <namePart>ROSENBERGER, WERNER</namePart>
   <role>
    <roleTerm type="text">Primary Author</roleTerm>
   </role>
  </name>
  <typeOfResource collection="yes">mixed material</typeOfResource>
  <identifier type="isbn">0470847522</identifier>
  <originInfo>
   <place>
    <placeTerm type="text">Chicester</placeTerm>
    <publisher>John Wiley &amp; Sons</publisher>
    <dateIssued>2003</dateIssued>
   </place>
  </originInfo>
  <slims:image>risk-adjusted_lending_conditions.jpg.jpg</slims:image>
 </mods>
 <mods version="3.3" ID="7893">
  <titleInfo>
   <title>THE MEASUREMENT OF MARKET RISK:</title>
   <subTitle>MODELLING OF RISK FACTORS, ASSET PRICING, AND APPROXIMATION OF PORTFOLIO DISTRIBUTIONS</subTitle>
  </titleInfo>
  <name type="personal" authority="">
   <namePart>MOIX, PIERRE-YVES</namePart>
   <role>
    <roleTerm type="text">Primary Author</roleTerm>
   </role>
  </name>
  <typeOfResource collection="yes">mixed material</typeOfResource>
  <identifier type="isbn">3540421432</identifier>
  <originInfo>
   <place>
    <placeTerm type="text">Berlin</placeTerm>
    <publisher>Springer</publisher>
    <dateIssued>2001</dateIssued>
   </place>
  </originInfo>
  <slims:image>the_measurement_of_market_risk.jpg.jpg</slims:image>
 </mods>
</modsCollection>
