01255cam a2200301 a 45000010009000000050017000090080041000260100017000670200028000840200031001120350023001430350020001660400044001860500024002300820026002541000021002802450163003012600058004643000035005225040066005576500055006236500041006786500045007197000020007649420012007849990017007969520140008131461870920070717140650.0061101s2007    njua     b    001 0 eng    a  2006042114  a9810240791 (alk. paper)  a9789810240790 (alk. paper)  a(OCoLC)ocm76142474  a(OCoLC)76142474  aDLCcDLCdYDXdBAKERdBTCTAdYDXCPdDLC00aHG6024.A3bT33 200700a332.64570151222bTAN1 aTang, Yi.92254010aQuantitative Analysis, Derivatives Modeling, and Trading Strategies :bIn the Presence of Counterparty Credit Risk for Fixed-Income Market /cYi Tang, Bin Li.  aHackensack, NJ :bWorld Scientific Pub., 2007cc2007.  axxii, 498 p. :bill. ;c24 cm.  aIncludes bibliographical references (p. [479]-489) and index. 0aDerivative securitiesxMathematical models.922541 0aFinancexMathematical models.922542 0aSpeculationxMathematical models.9225431 aLi, Bin.922544  2ddccBB  c15002d15002  00102ddc40708AcademicaMAINbMAINc1STd2011-03-13epurchaseg612.00h1661l0o332.64570151 TANp000022936r2025-07-15 00:00:00yBB