Title Quantitative analysis, derivatives modeling, and trading strategies : in the presence of counterparty credit risk for fixed-income market / by Yi Tang & Bin Li

Published River Edge, NJ : World Scientific Pub., 2007

Copies

Location	Call no.	Vol.	Availability
MELB	332.64570151 Tan/Qad		AVAILABLE

Description xxii, 498 pages : illustrations ; 24 cm Bibliography Includes bibliographical references and index Subject Derivative securities -- Mathematical models. Finance -- Mathematical models. Speculation -- Mathematical models. Author Li, Bin. LC no. 2006042114 ISBN 9810240791 alkaline paper

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