000			01469nam a2200361Ia 4500
001			0000094313
005			20171002054839.0
006			m u
007			cr cn|||||||||
008			061101s2007 njua sb 001 0 eng d
010			_z 2006042114
020			_z9810240791 (alk. paper)
020			_z9789810240790 (alk. paper)
035			_a(CaPaEBR)ebr10188821
035			_a(OCoLC)648317087
040			_aCaPaEBR _cCaPaEBR
050	1	4	_aHG6024.A3 _bT33 2007eb
082	0	4	_a332.64/570151 _222
100	1		_aTang, Yi.
245	1	0	_aQuantitative analysis, derivatives modeling, and trading strategies _h[electronic resource] : _bin the presence of counterparty credit risk for fixed-income market / _cYi Tang, Bin Li.
260			_aHackensack, NJ : _bWorld Scientific Pub., _cc2007.
300			_axxii, 498 p. : _bill.
504			_aIncludes bibliographical references (p. [479]-489) and index.
533			_aElectronic reproduction. _bPalo Alto, Calif. : _cebrary, _d2009. _nAvailable via World Wide Web. _nAccess may be limited to ebrary affiliated libraries.
650		0	_aDerivative securities _xMathematical models.
650		0	_aFinance _xMathematical models.
650		0	_aSpeculation _xMathematical models.
655		7	_aElectronic books. _2local
700	1		_aLi, Bin.
710	2		_aebrary, Inc.
856	4	0	_uhttp://site.ebrary.com/lib/daystar/Doc?id=10188821 _zAn electronic book accessible through the World Wide Web; click to view
908			_a170314
942	0	0	_cEB
999			_c83468 _d83468