Tang, Y. (2007). Quantitative analysis, derivatives modeling, and trading strategies: In the presence of counterparty credit risk for fixed-income market. World Scientific Pub.
Chicago-Zitierstil (17. Ausg.)Tang, Yi. Quantitative Analysis, Derivatives Modeling, and Trading Strategies: In the Presence of Counterparty Credit Risk for Fixed-income Market. Hackensack, NJ: World Scientific Pub, 2007.
MLA-Zitierstil (9. Ausg.)Tang, Yi. Quantitative Analysis, Derivatives Modeling, and Trading Strategies: In the Presence of Counterparty Credit Risk for Fixed-income Market. World Scientific Pub, 2007.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.