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

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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 o...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Tang, Yi, 1962- (Autor), Li, Bin (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hackensack, NJ : World Scientific Pub., [2007]
Temas:
Derivative securities > Mathematical models.
Finance > Mathematical models.
Speculation > Mathematical models.
Instruments dérivés (Finances) > Modèles mathématiques.
Finances > Modèles mathématiques.
Spéculation > Modèles mathématiques.
BUSINESS & ECONOMICS > Investments & Securities > General.
Derivative securities > Mathematical models
Finance > Mathematical models
Speculation > Mathematical models
Acceso en línea:Texto completo
Descripción
Sumario: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.
Descripción Física:1 online resource (xxii, 498 pages) : illustrations
Bibliografía:Includes bibliographical references (pages 479-489) and index.
ISBN:9789812706652
9812706658

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