Quantitative analysis, derivatives modeling, and trading strategies : in the presence of counterparty credit risk for fixed-income market /
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| Other Authors: | |
| Format: | Book |
| Language: | English |
| Published: |
Hackensack, NJ :
World Scientific Pub.,
[2007]
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| Physical Description: | xxii, 498 pages : illustrations ; 24 cm. |
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| Bibliography: | Includes bibliographical references (pages [479]-489) and index. |
| ISBN: | 9810240791 (alk. paper) 9789810240790 (alk. paper) |