Quantitative analysis, derivatives modeling, and trading strategies:in the presence of counterparty credit risk for fixed-income market

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Bibliographic Details
Main Authors: Tang Yi
Group Author: Li Bin
Published: World Scientific Pub.,
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.