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Viac informácií o knihe Quantitative Analysis, Derivatives Modeling, And Trading Strategies: In The Presence Of Counterparty Credit Risk For The Fixed-income Market

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Anotácia knihy

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. 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 markets, such as the credit, equity, and foreign exchange markets. This book, which assumes that the reader is familiar with the basics of stochastic calculus and derivatives modeling, is written from the point of view of financial engineers or practitioners, and, as such, it puts more emphasis on the practical applications of financial mathematics in the real market than the mathematics itself with precise (and tedious) technical conditions. It attempts to combine economic insights with mathematics and modeling so as to help the reader develop intuitions. In addition, the book addresses the counterparty credit risk modeling, pricing, and arbitraging strategies, which are relatively recent developments and are of increasing importance. It also discusses various trading structuring strategies and touches upon some popular credit/IR/FX hybrid products, such as PRDC, TARN, Snowballs, Snowbears, CCDS, credit extinguishers.

Parametre knihy

Zaradenie knihy Knihy po anglicky Economics, finance, business & management Business & management Business strategy

• Celý názov: Quantitative Analysis, Derivatives Modeling, And Trading Strategies: In The Presence Of Counterparty Credit Risk For The Fixed-income Market
• Autor: Yi Tang, Bin Li
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 520
• EAN: 9789810240790
• ISBN: 9810240791
• ID: 05066424
• Nakladateľ: World Scientific Publishing Co Pte Ltd
• Hmotnosť: 854 g
• Rozmery: 236 × 162 × 31 mm
• Dátum vydania: 24. January 2007

Obľúbené z iného súdka

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