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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: Contributor(s): Publication details: Hackensack, NJ : World Scientific, c2007.Description: xxii, 498 p. : illSubject(s): Genre/Form: DDC classification:
  • 332.64/570151 22
LOC classification:
  • HG6024.A3 T33 2007eb
Online resources:
Holdings
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E-Book Taylor's Library-TU 332.64/570151 (Browse shelf(Opens below)) e-book

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.