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Quantitative Analysis, Derivatives Modeling, And Trading Strategies: In The Presence Of Counterparty Credit Risk For The Fixed-Income Market - Couverture souple
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. 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 hybrid products, such as PRDC, TARN, Snowballs, Snowbears, CCDS, and credit extinguishers.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, foreign exchange, and commodity markets.
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Quantitative Analysis, Derivatives Modeling, and Trading Strategies: In the Presence of Counterparty Credit Risk for the Fixed-Income Market
Edité par
World Scientific Publishing Company, 2007
ISBN 10 : 9813203226
ISBN 13 : 9789813203228
Neuf
PAP
Vendeur : PBShop.store UK, Fairford, GLOS, Royaume-Uni
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PAP. Etat : New. New Book. Shipped from UK. Established seller since 2000. N° de réf. du vendeur CW-9789813203228
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Quantitative Analysis, Derivatives Modeling, And Trading Strategies: In The Presence Of Counterparty Credit Risk For The Fixed-income Market
Edité par
World Scientific Publishing Co Pte Ltd, 2007
ISBN 10 : 9813203226
ISBN 13 : 9789813203228
Neuf
PAP
Vendeur : PBShop.store US, Wood Dale, IL, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
PAP. Etat : New. New Book. Shipped from UK. Established seller since 2000. N° de réf. du vendeur CW-9789813203228
Quantité disponible : 15 disponible(s)
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Quantitative Analysis, Derivatives Modeling, And Trading Strategies: In The Presence Of Counterparty Credit Risk For The Fixed-income Market
Edité par
World Scientific Publishing Co Pte Ltd, 2007
ISBN 10 : 9813203226
ISBN 13 : 9789813203228
Neuf
Paperback
Vendeur : Rarewaves.com UK, London, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : New. 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 hybrid products, such as PRDC, TARN, Snowballs, Snowbears, CCDS, and credit extinguishers.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, foreign exchange, and commodity markets. N° de réf. du vendeur LU-9789813203228
Quantité disponible : 11 disponible(s)
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Quantitative Analysis, Derivatives Modeling, And Trading Strategies: In The Presence Of Counterparty Credit Risk For The Fixed-Income Market
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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Quantitative Analysis, Derivatives Modeling, And Trading Strategies: In The Presence Of Counterparty Credit Risk For The Fixed-Income Market
Vendeur : California Books, Miami, FL, Etats-Unis
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Quantitative Analysis, Derivatives Modeling, And Trading Strategies: In The Presence Of Counterparty Credit Risk For The Fixed-income Market
Edité par
World Scientific Publishing Co Pte Ltd, 2007
ISBN 10 : 9813203226
ISBN 13 : 9789813203228
Neuf
Paperback
Vendeur : Rarewaves.com USA, London, LONDO, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : New. 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 hybrid products, such as PRDC, TARN, Snowballs, Snowbears, CCDS, and credit extinguishers.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, foreign exchange, and commodity markets. N° de réf. du vendeur LU-9789813203228
Quantité disponible : 11 disponible(s)
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Quantitative Analysis, Derivatives Modeling, and Trading Strategies : In the Presence of Counterparty Credit Risk for the Fixed-income Market
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
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Quantitative Analysis, Derivatives Modeling, and Trading Strategies : In the Presence of Counterparty Credit Risk for the Fixed-income Market
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
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Quantitative Analysis, Derivatives Modeling, and Trading Strategies : In the Presence of Counterparty Credit Risk for the Fixed-income Market
Edité par
Wspc, 2007
ISBN 10 : 9813203226
ISBN 13 : 9789813203228
Ancien ou d'occasion
Couverture souple
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
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QUANTITATIVE ANALYSIS, DERIVATIVES MODELING, AND TRADING STRATEGIES
Edité par
World Scientific Publishing Company, 2007
ISBN 10 : 9813203226
ISBN 13 : 9789813203228
Neuf
Kartoniert / Broschiert
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Kartoniert / Broschiert. Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. KlappentextrnrnThis 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 f. N° de réf. du vendeur 449942376
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