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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Studio: World Scientific Publishing
Est. Packaging Dimensions: Length: 1.25" Width: 6.25" Height: 9.5" Weight: 1.95 lbs.
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
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...