Quantitative analysis, derivatives modeling, and trading strategies: in the presence of counterparty credit risk for the fixed-income market
Auteur :
Li, Bin / Tang, Yi
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789810240790
Date de publication :
24 janv. 2007
Langue :
Anglais
Pays d'origine :
Singapour
Addresses selected practical applications and developments in the areas of quantitative financial modeling in derivatives instruments. This book focuses on the fixed-income market. It is written from the point of view of financial engineers or practitioners. It attempts to combine economic insights with mathematics and modeling.