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.

Saved in:
Bibliographic Details
:
ProQuest (Firm)
Tang, Yi.
TeilnehmendeR:
Li, Bin.
ProQuest (Firm)
Year of Publication:2007
Language:English
Online Access:
Physical Description:xxii, 498 p. :; ill.
Tags: Add Tag
No Tags, Be the first to tag this record!
id 500312247
ctrlnum (MiAaPQ)500312247
(Au-PeEL)EBL312247
(CaPaEBR)ebr10188821
(CaONFJC)MIL112074
(OCoLC)476099167
collection bib_alma
fullrecord <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01515nam a2200385Ia 4500</leader><controlfield tag="001">500312247</controlfield><controlfield tag="003">MiAaPQ</controlfield><controlfield tag="005">20200520144314.0</controlfield><controlfield tag="006">m o d | </controlfield><controlfield tag="007">cr cn|||||||||</controlfield><controlfield tag="008">061101s2007 njua sb 001 0 eng d</controlfield><datafield tag="010" ind1=" " ind2=" "><subfield code="z"> 2006042114</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="z">9810240791 (alk. paper)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="z">9789810240790 (alk. paper)</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(MiAaPQ)500312247</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(Au-PeEL)EBL312247</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(CaPaEBR)ebr10188821</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(CaONFJC)MIL112074</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)476099167</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">MiAaPQ</subfield><subfield code="c">MiAaPQ</subfield><subfield code="d">MiAaPQ</subfield></datafield><datafield tag="050" ind1=" " ind2="4"><subfield code="a">HG6024.A3</subfield><subfield code="b">T33 2007</subfield></datafield><datafield tag="082" ind1="0" ind2="4"><subfield code="a">332.64/570151</subfield><subfield code="2">22</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Tang, Yi.</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Quantitative analysis, derivatives modeling, and trading strategies</subfield><subfield code="h">[electronic resource] :</subfield><subfield code="b">in the presence of counterparty credit risk for fixed-income market /</subfield><subfield code="c">Yi Tang, Bin Li.</subfield></datafield><datafield tag="260" ind1=" " ind2=" "><subfield code="a">Hackensack, NJ :</subfield><subfield code="b">World Scientific Pub.,</subfield><subfield code="c">c2007.</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">xxii, 498 p. :</subfield><subfield code="b">ill.</subfield></datafield><datafield tag="504" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references (p. [479]-489) and index.</subfield></datafield><datafield tag="533" ind1=" " ind2=" "><subfield code="a">Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Derivative securities</subfield><subfield code="x">Mathematical models.</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Finance</subfield><subfield code="x">Mathematical models.</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Speculation</subfield><subfield code="x">Mathematical models.</subfield></datafield><datafield tag="655" ind1=" " ind2="4"><subfield code="a">Electronic books.</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Li, Bin.</subfield></datafield><datafield tag="710" ind1="2" ind2=" "><subfield code="a">ProQuest (Firm)</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=312247</subfield><subfield code="z">Click to View</subfield></datafield></record></collection>
record_format marc
spelling Tang, Yi.
Quantitative analysis, derivatives modeling, and trading strategies [electronic resource] : in the presence of counterparty credit risk for fixed-income market / Yi Tang, Bin Li.
Hackensack, NJ : World Scientific Pub., c2007.
xxii, 498 p. : ill.
Includes bibliographical references (p. [479]-489) and index.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Derivative securities Mathematical models.
Finance Mathematical models.
Speculation Mathematical models.
Electronic books.
Li, Bin.
ProQuest (Firm)
https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=312247 Click to View
language English
format Electronic
eBook
author Tang, Yi.
spellingShingle Tang, Yi.
Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market /
author_facet Tang, Yi.
Li, Bin.
ProQuest (Firm)
ProQuest (Firm)
author_variant y t yt
author2 Li, Bin.
ProQuest (Firm)
author2_variant b l bl
author2_role TeilnehmendeR
TeilnehmendeR
author_corporate ProQuest (Firm)
author_sort Tang, Yi.
title Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market /
title_sub in the presence of counterparty credit risk for fixed-income market /
title_full Quantitative analysis, derivatives modeling, and trading strategies [electronic resource] : in the presence of counterparty credit risk for fixed-income market / Yi Tang, Bin Li.
title_fullStr Quantitative analysis, derivatives modeling, and trading strategies [electronic resource] : in the presence of counterparty credit risk for fixed-income market / Yi Tang, Bin Li.
title_full_unstemmed Quantitative analysis, derivatives modeling, and trading strategies [electronic resource] : in the presence of counterparty credit risk for fixed-income market / Yi Tang, Bin Li.
title_auth Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market /
title_new Quantitative analysis, derivatives modeling, and trading strategies
title_sort quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market /
publisher World Scientific Pub.,
publishDate 2007
physical xxii, 498 p. : ill.
callnumber-first H - Social Science
callnumber-subject HG - Finance
callnumber-label HG6024
callnumber-sort HG 46024 A3 T33 42007
genre Electronic books.
genre_facet Electronic books.
url https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=312247
illustrated Illustrated
dewey-hundreds 300 - Social sciences
dewey-tens 330 - Economics
dewey-ones 332 - Financial economics
dewey-full 332.64/570151
dewey-sort 3332.64 6570151
dewey-raw 332.64/570151
dewey-search 332.64/570151
oclc_num 476099167
work_keys_str_mv AT tangyi quantitativeanalysisderivativesmodelingandtradingstrategiesinthepresenceofcounterpartycreditriskforfixedincomemarket
AT libin quantitativeanalysisderivativesmodelingandtradingstrategiesinthepresenceofcounterpartycreditriskforfixedincomemarket
AT proquestfirm quantitativeanalysisderivativesmodelingandtradingstrategiesinthepresenceofcounterpartycreditriskforfixedincomemarket
status_str n
ids_txt_mv (MiAaPQ)500312247
(Au-PeEL)EBL312247
(CaPaEBR)ebr10188821
(CaONFJC)MIL112074
(OCoLC)476099167
is_hierarchy_title Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market /
author2_original_writing_str_mv noLinkedField
noLinkedField
_version_ 1792330680764465152

Similar Items