Quantitative analysis, derivatives modeling, and trading strategies:in the presence of counterparty credit risk for fixed-income market
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Main Authors: | |
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Group Author: | |
Published: |
World Scientific Pub.,
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Publisher Address: | Hackensack, NJ |
Publication Dates: | c2007. |
Literature type: | Book |
Language: | English |
Subjects: | |
Carrier Form: | xxii, 498 p.: ill. ; 24 cm. |
ISBN: |
9810240791 (alk. paper) 9789810240790 (alk. paper) |
Index Number: | F830 |
CLC: |
F830.91 F830.59 |
Call Number: | F830.91/T164 |
Contents: | Includes bibliographical references (p. [479]-489) and index. |