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Can I read Quantitative Analysis, Derivatives Modeling, And Trading Strategies: In The Presence Of Counterparty Credit Risk For The Fixed-income Market In the Presence of Counterparty Credit Risk for the Fixed-Income Market on EtoBox?
Quantitative Analysis, Derivatives Modeling, And Trading Strategies: In The Presence Of Counterparty Credit Risk For The Fixed-income Market In the Presence of Counterparty Credit Risk for the Fixed-Income Market by Yi Tang, Bin Li is a nonfiction available to read on EtoBox.
What is Quantitative Analysis, Derivatives Modeling, And Trading Strategies: In The Presence Of Counterparty Credit Risk For The Fixed-income Market In the Presence of Counterparty Credit Risk for the Fixed-Income Market about?
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. It is written from the viewpoint 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 to develop intuitions.Among the modeling and the numerical techniques presented are the practical applications of the martingale theories, such as martingale model factory and martingale resampling and interpolation. 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 importance. It also discusses various trading structuring strategies and touches upon some popular credit/IR/FX h
Who reads Quantitative Analysis, Derivatives Modeling, And Trading Strategies: In The Presence Of Counterparty Credit Risk For The Fixed-income Market In the Presence of Counterparty Credit Risk for the Fixed-Income Market?
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- Yi Tang, Bin Li
- Publisher
- Independely Published
- Published
- 2007
- Language
- EN
- ISBN
- 9789810240790
- Category
- nonfiction
- Subjects
- Business, Finance, Economics
Other editions & translations
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