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QUANTITATIVE ANALYSIS, DERIVATIVES MODELING, AND TRADING STRATEGIES: IN THE PRESENCE OF COUNTERPARTY CREDIT RISK FOR THE FIXED-INCOME MARKET [Hardcover]

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Item description for QUANTITATIVE ANALYSIS, DERIVATIVES MODELING, AND TRADING STRATEGIES: IN THE PRESENCE OF COUNTERPARTY CREDIT RISK FOR THE FIXED-INCOME MARKET by Yi Tang, Bin Li, Carla Palacio, M.D. William C. Ober, M.D. Kathleen Welch & Barnett Newman...

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.



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Item Specifications...


Studio: World Scientific Publishing
Pages   498
Est. Packaging Dimensions:   Length: 1.25" Width: 6.25" Height: 9.5"
Weight:   1.95 lbs.
Binding  Hardcover
Release Date   Jan 23, 2007
Publisher   World Scientific Publishing
ISBN  9810240791  
ISBN13  9789810240790  


Availability  0 units.


More About Yi Tang, Bin Li, Carla Palacio, M.D. William C. Ober, M.D. Kathleen Welch & Barnett Newman


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Product Categories

1Books > Special Features > New & Used Textbooks
2Books > Subjects > Business & Investing > Economics > General
3Books > Subjects > Business & Investing > General
4Books > Subjects > Business & Investing > Industries & Professions > Banks & Banking
5Books > Subjects > Business & Investing > Investing > General
6Books > Subjects > Business & Investing > Investing
7Books > Subjects > Professional & Technical > Accounting & Finance > Finance > General
8Books > Subjects > Science > Mathematics > General
9Books > Subjects > Science > Mathematics



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Reviews - What do customers think about QUANTITATIVE ANALYSIS, DERIVATIVES MODELING, AND TRADING STRATEGIES: IN THE PRESENCE OF COUNTERPARTY CREDIT RISK FOR THE FIXED-INCOME MARKET?

One of the best quant books I have read  Oct 27, 2007
I am a junior quant, so let us not comparing with guru. Among the books I read, my opinion is Wilmott series more on maths, Baxter for good understandings until short rates, Jessica wide but not so deep concepts on models/methods, Rebonato's books are detailed, but I found the detailed explanations are not clear to me, Brigo&Mercurio's book is nice. A common drawback of all these books is they didnot talk much on practitioners' intuitions.
This QA+DM+TS book combines math, intuitions, traders' views. And they are explained in such a clear way. All the models are alive. Really hope I could have known about the book and read it in full before my interviews. Sigh...
 

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