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Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market by Yi Tang

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Published by World Scientific Pub. in Singapore, Hackensack, NJ .
Written in English

Subjects:

  • Derivative securities -- Mathematical models.,
  • Finance -- Mathematical models.,
  • Speculation -- Mathematical models.

Book details:

Edition Notes

Includes bibliographical references (p. [479]-489) and index.

StatementYi Tang, Bin Li.
ContributionsLi, Bin.
Classifications
LC ClassificationsHG6024.A3 T33 2007
The Physical Object
Paginationxxii, 498 p.
Number of Pages498
ID Numbers
Open LibraryOL22752841M
ISBN 109810240791

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Книга Quantative Analysis, Derivatives Modeling, and Trading Strategies Quantative Analysis, Derivatives Modeling, and Trading StrategiesКниги Экономика Автор: Yi Tang, Bin Li Год издания: Формат: pdf Издат.:World Scientific Publishing Страниц: Размер: 19,2 Mb ISBN: Язык: Английский0 (голосов: 0. Description Yi Tang – Quantitative Analysis, Derivates Modeling & Trading Strategies This book addresses selected practical applications and recent developments in the areas of quantitative financial modeling in derivatives instruments, some of . This book addresses selected practical applications and recent developments in the areas of quantitative financial modeling in derivatives instruments, some of which are from the authors' own research and practice. ented trading strategies (in addition to the classical strategies for coun- terparty credit risk management). In essence, pricing the counterparty credit risk is the same as pricing defaultable derivatives or the default premium in OTC derivatives in- struments, which is a relatively new area of derivatives modeling and by: 7.

QUANTITATIVE ANALYSIS, DERIVATIVES MODELING, AND TRADING STRATEGIES: IN THE PRESENCE OF COUNTERPARTY CREDIT RISK FOR THE FIXED-INCOME MARKET; Quantative Analysis, Derivatives Modeling, and Trading Strategies; Quantative Analysis, Derivatives Modeling, and Trading Strat. Quantitative Analysis Derivatives Modeling And Trading Strategies understand the statistics and probabilities behind the movements of financial markets have to tools to find an enduring trading edge. This book is written to be accessible to the trader without a heavy mathematical background, and works toward a deep, intuitive understanding. quantitative trading strategies Download quantitative trading strategies or read online books in PDF, EPUB, Tuebl, and Mobi Format. Click Download or Read Online button to get quantitative trading strategies book now. This site is like a library, Use search box in the widget to get ebook that you want. quantitative analysis, derivatives modeling, and trading strategies 作者: Yi Tang / Bin Li 出版社: World Scientific Publishing 副标题: IN THE PRESENCE OF COUNTERPARTY CREDIT RISK FOR THE FIXED-INCOME MARKET 出版年: 页数: 定价: USD 装帧: .

  In addition, the book addresses the counterparty credit risk modeling, pricing, and arbitraging strategies from the perspective of a front office functionality and a revenue center (rather than merely a risk management functionality), which are relatively recent developments and are of increasing by: 7. This book addresses selected practical applications and recent developments in the areas of quantitative financial modeling in derivatives instruments, some of which are from the authorsOCO own research and practice. While the primary scope of this book is the fixed-income market (with further focus on the interest rate market), many of the methodologies presented also apply to other financial 5/5(1). This Book; Anywhere; Quick Search in Books. Quantitative Analysis, Derivatives Modeling, and Trading Strategies, pp. () No Access. Quantitative Analysis, Derivatives Modeling, and Trading Strategies. Metrics. Downloaded 16 times History. Loading Close Figure Viewer. Quantitative Analysis, Derivatives Modeling and Trading Strategies addresses selected practical applications and recent developments in the areas of quantitative financial modeling in derivatives instruments, some of which are from the authors’ own research and practice.