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Quantitative analysis, derivatives modeling, and trading strategies : in the presence of counterparty credit risk for fixed-income market /
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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hackensack, NJ :
World Scientific Pub.,
[2007]
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Tang, Yi, |d 1962- |e author. | |
| 245 | 1 | 0 | |a Quantitative analysis, derivatives modeling, and trading strategies : |b in the presence of counterparty credit risk for fixed-income market / |c Yi Tang, Bin Li. |
| 264 | 1 | |a Hackensack, NJ : |b World Scientific Pub., |c [2007] | |
| 264 | 4 | |c ©2007 | |
| 300 | |a 1 online resource (xxii, 498 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
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| 504 | |a Includes bibliographical references (pages 479-489) and index. | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Part I. Theory and applications of dervivations modeling; Chapter 1. Introduction to Counterparty Credit Risk; Preface; Chapter 2. Martingale Arbitrage Pricing in Real Market; Chapter 3. The Black-Scholes Framework and Extensions; Chapter 4. Martingale Resampling and Interpolation; Chapter 5. Introduction to Interest Rate Term Structure Modeling; Chapter 6. The Heath-Jarrow-Morton Framework; Chapter 7. The Interest Rate Market Model; Chapter 8. Credit Risk Modeling and Pricing; Part II. Interest rate market fundamentals and proprietary trading strategies. | |
| 520 | |a 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. | ||
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Derivative securities |x Mathematical models. | |
| 650 | 0 | |a Finance |x Mathematical models. | |
| 650 | 0 | |a Speculation |x Mathematical models. | |
| 650 | 6 | |a Instruments dérivés (Finances) |x Modèles mathématiques. | |
| 650 | 6 | |a Finances |x Modèles mathématiques. | |
| 650 | 6 | |a Spéculation |x Modèles mathématiques. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Investments & Securities |x General. |2 bisacsh | |
| 650 | 7 | |a Derivative securities |x Mathematical models |2 fast | |
| 650 | 7 | |a Finance |x Mathematical models |2 fast | |
| 650 | 7 | |a Speculation |x Mathematical models |2 fast | |
| 700 | 1 | |a Li, Bin, |e author. | |
| 776 | 0 | 8 | |i Print version: |a Tang, Yi. |t Quantitative analysis, derivatives modeling, and trading strategies. |d Hackensack, NJ : World Scientific Pub., ©2007 |w (DLC) 2006042114 |
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