Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market /

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Bibliographic Details
Main Author: Tang, Yi
Corporate Author: ebrary, Inc
Other Authors: Li, Bin
Format: Electronic eBook
Language:English
Published: Hackensack, NJ : World Scientific Pub., c2007.
Subjects:
Online Access:An electronic book accessible through the World Wide Web; click to view
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020 |z 9810240791 (alk. paper) 
020 |z 9789810240790 (alk. paper) 
035 |a (CaPaEBR)ebr10188821 
035 |a (OCoLC)648317087 
040 |a CaPaEBR  |c CaPaEBR 
050 1 4 |a HG6024.A3  |b T33 2007eb 
082 0 4 |a 332.64/570151  |2 22 
100 1 |a Tang, Yi. 
245 1 0 |a Quantitative analysis, derivatives modeling, and trading strategies  |h [electronic resource] :  |b in the presence of counterparty credit risk for fixed-income market /  |c Yi Tang, Bin Li. 
260 |a Hackensack, NJ :  |b World Scientific Pub.,  |c c2007. 
300 |a xxii, 498 p. :  |b ill. 
504 |a Includes bibliographical references (p. [479]-489) and index. 
533 |a Electronic reproduction.  |b Palo Alto, Calif. :  |c ebrary,  |d 2009.  |n Available via World Wide Web.  |n Access may be limited to ebrary affiliated libraries. 
650 0 |a Derivative securities  |x Mathematical models. 
650 0 |a Finance  |x Mathematical models. 
650 0 |a Speculation  |x Mathematical models. 
655 7 |a Electronic books.  |2 local 
700 1 |a Li, Bin. 
710 2 |a ebrary, Inc. 
856 4 0 |u http://site.ebrary.com/lib/daystar/Doc?id=10188821  |z An electronic book accessible through the World Wide Web; click to view 
908 |a 170314 
942 0 0 |c EB 
999 |c 83468  |d 83468