This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,950grams, ISBN:9789810240790.

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Dati bibliografici

Titolo

Quantitative Analysis, Derivatives Modeling, and Trading Strategies: In the Presence of Counterparty Credit Risk for the Fixed-Income Market

Editore

World Scientific Publishing

Data di pubblicazione

2007

Lingua

Inglese

ISBN 10

9810240791

ISBN 13

9789810240790

Rilegatura

Rilegato

Condizione

Good

Peso

950 grammi

Cataloghi dei venditori

Business

Descrizione articolo

Riassunto

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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Based in central Lincoln, Anybook Ltd. sells exclusively on line. We specialise in academic works. All our books are in good condition or better, unless otherwise described. We will respond to your enquiry promptly and mail books out within 24 hours of receiving payment. We use Royal Mail and other reputable couriers at greatly discounted postage rates. If you find cheaper postage from the UK, we'll match it. Remember if you are unsatisfied in any way with any purchase, we will give you a complete and unconditional refund. All books are hand wrapped. All e-mails answered personally. All books are offered subject to being unsold.

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