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zbMath1194.91012MaRDI QIDQ3445780

Bin Li, Yi Tang

Publication date: 6 June 2007

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

interest rates credit risk trading strategies quantitative analysis derivatives modeling fixed-income market

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40)

Related Items (3)

CVA AND FVA TO DERIVATIVES TRADES COLLATERALIZED BY CASH ⋮ European option pricing with market frictions, regime switches and model uncertainty ⋮ Time-consistent actuarial valuations

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