Quantitative analysis, derivatives modeling, and trading strategies
Subtitle: in the presence of counterparty credit risk for fixed-income market
By: Yi Tang, Bin Li.
Contributors: Li, Bin.
Publisher: World Scientific Pub.
Published: 2007
Place of publication: Singapore; Hackensack, NJ
Language: eng
Number of pages: 498
Subjects: Derivative securities -- Mathematical models.; Finance -- Mathematical models.; Speculation -- Mathematical models.
Notes: Includes bibliographical references (p. [479]-489) and index.