Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market - Tang, Yi.; Li, Bin.; ebrary, Inc. (Hackensack, NJ : World Scientific Pub., 2007)
Includes bibliographical references (p. [479]-489) and index.
Electronic reproduction.
Keywords: Derivative securities -- Mathematical models; Finance -- Mathematical models; Speculation -- Mathematical models; Electronic books