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

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

2.4 (1990)

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    Available in PDF - DJVU Format | QUANTITATIVE ANALYSIS, DERIVATIVES MODELING, AND TRADING STRATEGIES: IN THE PRESENCE OF COUNTERPARTY CREDIT RISK FOR THE FIXED-INCOME MARKET.pdf | Language: ENGLISH
    Yi Tang(Author),Bin Li(Author)

    Book details


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.

"This book has innovative ideas, state of the art applications, and contains a wealth of valuable information ..." 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 valuable information that will interest academics, applied quantitative derivatives modelers, and traders.

4.4 (3912)
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Book details

  • PDF | 520 pages
  • Yi Tang(Author),Bin Li(Author)
  • World Scientific Publishing (January 23, 2007)
  • English
  • 7
  • Science & Math

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Review Text

  • By Cliff on March 3, 2014

    I bought this book due to the reputation of the author.The book is great and full of intuitive examples.

  • By Michael Wang on October 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...

  • By finema on August 4, 2010

    A very good book. Not for the absolute beginner, but it allows readings at different levels. Full of practitioners viewpoints rarely cited in other books.

  • By Yanping Pan on February 6, 2014

    Highly recommended.The concepts and models are delivered to readers clearly. Although the author didn't reply my questions, I still give them a five star for writing such a good book:)


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