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






Derivative securities--Mathematical models.
Finance--Mathematical models.
Speculation--Mathematical models.


Electronic books.

HG6024.A3 / T33 2007

332.64/570151