Research Catalog
Quantitative analysis, derivatives modeling, and trading strategies : in the presence of counterparty credit risk for fixed-income market
- Title
- Quantitative analysis, derivatives modeling, and trading strategies : in the presence of counterparty credit risk for fixed-income market / Yi Tang, Bin Li.
- Author
- Tang, Yi.
- Publication
- Hackensack, NJ : World Scientific Pub., c2007.
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| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
Available - Can be used on site. Please visit New York Public Library - Schwarzman Building to submit a request in person. | Text | Use in library | JBE 09-306 | Schwarzman Building - General Research Room 315 |
Details
- Additional Authors
- Li, Bin.
- Description
- xxii, 498 p. : ill.; 24 cm.
- Subjects
- Bibliography (note)
- Includes bibliographical references (p. [479]-489) and index.
- Call Number
- JBE 09-306
- ISBN
- 9810240791 (alk. paper)
- 9789810240790 (alk. paper)
- LCCN
- 2006042114
- OCLC
- 76142474
- Author
- Tang, Yi.
- Title
- Quantitative analysis, derivatives modeling, and trading strategies : in the presence of counterparty credit risk for fixed-income market / Yi Tang, Bin Li.
- Imprint
- Hackensack, NJ : World Scientific Pub., c2007.
- Bibliography
- Includes bibliographical references (p. [479]-489) and index.
- Added Author
- Li, Bin.
- Research Call Number
- JBE 09-306