Quantitative analysis, trading strategies, and risk management for fixed-income markets
Yi Tang; Bin Li
| Year of publication: |
2007
|
|---|---|
| Authors: | Tang, Yi ; Bin Li |
| Publisher: |
Singapore : World Scientific |
| Subject: | Counterparty Credit Risk | Anleihe | Bond | Derivat | Derivative | Kreditrisiko | Credit risk | Zins | Interest rate | Martingal | Martingale | Arbitrage Pricing | Arbitrage pricing | Derivat <Wertpapier> | Mathematisches Modell | Rentenmarkt |
| Description of contents: | Table of Contents [external.dandelon.com] ; Description [zbmath.org] |
| Extent: | XXII, 498 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 981-02-4079-1 ; 978-981-02-4079-0 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002557025