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