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Quantitative Analysis, Derivatives Modeling, and Trading Strategies: In the Presence of Counterparty Credit Risk for the Fixed-Income Market - Hardcover
Synopsis
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.
"synopsis" may belong to another edition of this title.
About the Author
Yi Tang is currently with Goldman, Sachs & Co., Inc. as the head of a Strategies Group in FICC. Previously, he was with Bear, Stearns & Co., Inc. as a Managing Director / Principal in the F.A.S.T Department and the head of a Quant group responsible for part of the interest rate derivatives modeling and part of the IR/Credit hybrid derivatives modeling. Prior to that, he was...
Review
It is quite obvious that the authors have significant practical experience in sophisticated quantitative analysis and derivatives modeling. This real world focus has resulted in a text that not only provides clear presentations on modeling, pricing and hedging derivatives products, but also provides more advanced material that is usually found only in research publications. This book has innovative ideas, state of the art applications, and contains a wealth of...
"About this title" may belong to another edition of this title.
- PublisherWorld Scientific Publishing Company
- Publication date2006
- ISBN 10 9810240791
- ISBN 13 9789810240790
- BindingHardcover
- LanguageEnglish
- Number of pages520
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Quantitative Analysis, Derivatives Modeling, and Trading Strategies: In the Presence of Counterparty Credit Risk for the Fixed-Income Market
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World Scientific Publishing Company (edition Illustrated), 2006
ISBN 10: 9810240791
ISBN 13: 9789810240790
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Quantitative Analysis, Derivatives Modeling, and Trading Strategies : In the Presence of Counterparty Credit Risk for the Fixed-Income Market
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ISBN 10: 9810240791
ISBN 13: 9789810240790
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QUANTITATIVE ANALYSIS, DERIVATIVES MODELING, AND TRADING STRATEGIES: IN THE PRESENCE OF COUNTERPARTY CREDIT RISK FOR THE FIXED-INCOME MARKET
Published by
World Scientific Publishing, 2007
ISBN 10: 9810240791
ISBN 13: 9789810240790
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Quantitative Analysis, Derivatives Modeling, and Trading Strategies: In the Presence of Counterparty Credit Risk for the Fixed-Income Market
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ISBN 10: 9810240791
ISBN 13: 9789810240790
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Quantitative Analysis, Derivatives Modeling, and Trading Strategies: In the Presence of Counterparty Credit Risk for the Fixed-Income Market
Published by
World Scientific Publishing, 2006
ISBN 10: 9810240791
ISBN 13: 9789810240790
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Quantitative Analysis, Derivatives Modeling, and Trading Strategies: In the Presence of Counterparty Credit Risk for the Fixed-Income Market
Published by
World Scientific Publishing Company, 2006
ISBN 10: 9810240791
ISBN 13: 9789810240790
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Quantitative Analysis, Derivatives Modeling, and Trading Strategies: In the Presence of Counterparty Credit Risk for the Fixed-Income Market
Published by
World Scientific Publishing, 2007
ISBN 10: 9810240791
ISBN 13: 9789810240790
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Quantitative Analysis, Derivatives Modeling, and Trading Strategies
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World Scientific Publishing Company, 2006
ISBN 10: 9810240791
ISBN 13: 9789810240790
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Quantitative Analysis, Derivatives Modeling, and Trading Strategies
Published by
World Scientific Publishing Company, 2006
ISBN 10: 9810240791
ISBN 13: 9789810240790
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QUANTITATIVE ANALYSIS, DERIVATIVES MODELING, AND TRADING STRATEGIES: IN THE PRESENCE OF COUNTERPARTY CREDIT RISK FOR THE FIXED-INCOME MARKET
Published by
World Scientific Publishing, 2006
ISBN 10: 9810240791
ISBN 13: 9789810240790
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