Quantitative analysis, derivatives modeling, and trading strategies : in the presence of counterparty credit risk for fixed-income market

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

This book addresses selected practical applications and recent developments in the areas of quantitative financial modeling in derivatives instruments, some of which are from the authors? own research and practice. While the primary scope of this book is the fixed-income market (with further focus o...

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Bibliographic Details
Main Authors: Tang, Yi, 1962- (Author), Li, Bin (Author)
Format: eBook
Language:English
Published: Hackensack, NJ : World Scientific Pub., [2007]
Subjects:
Derivative securities > Mathematical models.
Finance > Mathematical models.
Speculation > Mathematical models.
BUSINESS & ECONOMICS > Investments & Securities > General.
Derivative securities > Mathematical models
Finance > Mathematical models
Speculation > Mathematical models
Online Access:Click for online access

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