MODERN FINANCIAL ENGINEERING: COUNTERPARTY, CREDIT, PORTFOLIO AND SYSTEMIC RISKS - ORLANDO GIUSEPPE ET AL

AUTHOR AFFILIATION : UNIV OF BARI, ITALY PUB DATE : 28-Dec-21 ONLINE RELEASE DATE : 14-Jan-22

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QUANTITATIVE ANALYSIS, DERIVATIVES MODELING, AND TRADING STRATEGIES: IN THE PRESENCE OF COUNTERPARTY CREDIT RISK FOR THE FIXED-INCOME MARKET - TANG YI & LI BIN

AUTHOR AFFILIATION : GOLDMAN SACHS, USA PUB DATE : 23-Jan-07 ONLINE RELEASE DATE : 29-Oct-08

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