Quantitative Analysis Derivatives Modeling and Trading Strategies is popular PDF and ePub book, written by Yi Tang in 2007, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Quantitative Analysis Derivatives Modeling and Trading Strategies can be Read Online from any device for your convenience.
Quantitative Analysis Derivatives Modeling and Trading Strategies Book PDF Summary
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 authorsOCO own research and practice. 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, and foreign exchange markets. This book, which assumes that the reader is familiar with the basics of stochastic calculus and derivatives modeling, is written from the point of view 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 develop intuitions. In addition, the book addresses the counterparty credit risk modeling, pricing, and arbitraging strategies, 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, credit extinguishers."
Detail Book of Quantitative Analysis Derivatives Modeling and Trading Strategies PDF
- Author : Yi Tang
- Release : 30 September 2024
- Publisher : World Scientific
- ISBN : 9789812706652
- Genre : Business & Economics
- Total Page : 523 pages
- Language : English
- PDF File Size : 18,5 Mb
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