Quantitative analysis, derivatives modeling, and trading strategies [electronic resource] : in the presence of counterparty credit risk for fixed-income market / Yi Tang, Bin Li.
By: Tang, Yi.
Contributor(s): Li, Bin | ebrary, Inc
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Publisher: Hackensack, NJ : World Scientific, c2007Description: xxii, 498 p. : ill.Subject(s): Derivative securities -- Mathematical models | Finance -- Mathematical models | Speculation -- Mathematical modelsGenre/Form: Electronic books.DDC classification: 332.64/570151 Online resources: An electronic book accessible through the World Wide Web; click to view
| Item type | Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|
| 332.64/570151 (Browse shelf) | Available |
Includes bibliographical references (p. [479]-489) and index.
TSLHHL
Electronic reproduction. Palo Alto, Calif. : ebrary, 2009. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.