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Tang, Yi.

Quantitative Analysis, Derivatives Modeling, and Trading Strategies : In the Presence of Counterparty Credit Risk for Fixed-Income Market / Yi Tang, Bin Li. - Hackensack, NJ : World Scientific Pub., 2007 c2007. - xxii, 498 p. : ill. ; 24 cm.

Includes bibliographical references (p. [479]-489) and index.

ISBN: 9810240791 (alk. paper) 9789810240790 (alk. paper)

LCCN: 2006042114

Subjects--Topical Terms:
Derivative securities--Mathematical models.
Finance--Mathematical models.
Speculation--Mathematical models.

LC Class. No.: HG6024.A3 / T33 2007

Dewey Class. No.: 332.64570151 / TAN