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, YiContributor(s): Li, Bin | ProQuest (Firm)Material type: TextTextPublication details: Hackensack, NJ : World Scientific Pub., c2007Description: xxii, 498 p. : illSubject(s): Derivative securities -- Mathematical models | Finance -- Mathematical models | Speculation -- Mathematical modelsGenre/Form: Electronic books.DDC classification: 332.64/570151 LOC classification: HG6024.A3 | T33 2007Online resources: Click to View
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Includes bibliographical references (p. [479]-489) and index.

Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.

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