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| 001 | 14618709 | ||
| 005 | 20070717140650.0 | ||
| 008 | 061101s2007 njua b 001 0 eng | ||
| 010 | _a 2006042114 | ||
| 020 | _a9810240791 (alk. paper) | ||
| 020 | _a9789810240790 (alk. paper) | ||
| 035 | _a(OCoLC)ocm76142474 | ||
| 035 | _a(OCoLC)76142474 | ||
| 040 |
_aDLC _cDLC _dYDX _dBAKER _dBTCTA _dYDXCP _dDLC |
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_aHG6024.A3 _bT33 2007 |
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_a332.64570151 _222 _bTAN |
| 100 | 1 |
_aTang, Yi. _922540 |
|
| 245 | 1 | 0 |
_aQuantitative Analysis, Derivatives Modeling, and Trading Strategies : _bIn the Presence of Counterparty Credit Risk for Fixed-Income Market / _cYi Tang, Bin Li. |
| 260 |
_aHackensack, NJ : _bWorld Scientific Pub., 2007 _cc2007. |
||
| 300 |
_axxii, 498 p. : _bill. ; _c24 cm. |
||
| 504 | _aIncludes bibliographical references (p. [479]-489) and index. | ||
| 650 | 0 |
_aDerivative securities _xMathematical models. _922541 |
|
| 650 | 0 |
_aFinance _xMathematical models. _922542 |
|
| 650 | 0 |
_aSpeculation _xMathematical models. _922543 |
|
| 700 | 1 |
_aLi, Bin. _922544 |
|
| 942 |
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| 999 |
_c15002 _d15002 |
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| 952 |
_p000022936 _40 _epurchase _00 _u24333 _bMAIN _10 _o332.64570151 TAN _d2011-03-13 _8Academic _h1661 _70 _cLIB1 _2ddc _g612.00 _yBB _aMAIN |
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