Quantitative analysis, derivatives modeling, and trading strategies
Tang, Yi.
Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market / [electronic resource] : Yi Tang, Bin Li. - Hackensack, NJ : World Scientific Pub., c2007. - xxii, 498 p. : ill.
Includes bibliographical references (p. [479]-489) and index.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2009.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Derivative securities--Mathematical models.
Finance--Mathematical models.
Speculation--Mathematical models.
Electronic books.
HG6024.A3 / T33 2007eb
332.64/570151
Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market / [electronic resource] : Yi Tang, Bin Li. - Hackensack, NJ : World Scientific Pub., c2007. - xxii, 498 p. : ill.
Includes bibliographical references (p. [479]-489) and index.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2009.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Derivative securities--Mathematical models.
Finance--Mathematical models.
Speculation--Mathematical models.
Electronic books.
HG6024.A3 / T33 2007eb
332.64/570151