Quantitative analysis, derivatives modeling, and trading strategies : in the presence of counterparty credit risk for the fixed-income market
Yi Tang ; Bin Li
| Year of publication: |
2007
|
|---|---|
| Authors: | Tang, Yi ; Li, Bin |
| Publisher: |
Hackensack, N. J. [u.a.] : World Scientific Publ. |
| Subject: | Dervat <Wertpapier> | Mathematisches Modell | Rentenmarkt |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | XXII, 498 S. : graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 981-02-4079-1 ; 978-981-02-4079-0 |
| Classification: | Geld, Inflation, Kapitalmarkt ; Investition, Finanzierung |
| Source: |
Persistent link: https://www.econbiz.de/10004819935