Quantitative analysis, derivatives modeling, and trading strategies : in the presence of counterparty credit risk for fixed-income market
Yi Tang; Bin Li
| Year of publication: |
2007
|
|---|---|
| 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. |
|---|---|
| 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 |
Persistent link: https://www.econbiz.de/10003561033