Quantitative analysis, derivatives modeling, and trading strategies : in the presence of counterparty credit risk for fixed-income market
Year of publication: |
2007
|
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Authors: | Tang, Yi ; Li, Bin |
Publisher: |
Singapore : World Scientific |
Subject: | Derivat | Derivative | Kapitalmarkttheorie | Financial economics | Kreditrisiko | Credit risk | Anleihe | Bond | Zinsstruktur | Yield curve | Finanzmathematik | Mathematical finance | Derivat <Wertpapier> | Mathematisches Modell | Rentenmarkt |
Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
Extent: | XXII, 498 S. graph. Darst. |
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Type of publication: | Book / Working Paper |
Language: | English |
ISBN: | 981-02-4079-1 ; 978-981-02-4079-0 |
Classification: | Geld, Inflation, Kapitalmarkt ; Banken, Versicherungen |
Source: | ECONIS - Online Catalogue of the ZBW |
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