000 01549nam a2200397Ia 4500
001 EBC312247
003 MiAaPQ
005 20240120130425.0
006 m o d |
007 cr cn|||||||||
008 061101s2007 njua sb 001 0 eng d
010 _z 2006042114
020 _z9810240791 (alk. paper)
020 _z9789810240790 (alk. paper)
035 _a(MiAaPQ)EBC312247
035 _a(Au-PeEL)EBL312247
035 _a(CaPaEBR)ebr10188821
035 _a(CaONFJC)MIL112074
035 _a(OCoLC)476099167
040 _aMiAaPQ
_cMiAaPQ
_dMiAaPQ
050 4 _aHG6024.A3
_bT33 2007
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. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
650 0 _aDerivative securities
_xMathematical models.
650 0 _aFinance
_xMathematical models.
650 0 _aSpeculation
_xMathematical models.
655 4 _aElectronic books.
700 1 _aLi, Bin.
710 2 _aProQuest (Firm)
856 4 0 _uhttps://ebookcentral.proquest.com/lib/bacm-ebooks/detail.action?docID=312247
_zClick to View
999 _c31887
_d31887