Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market /
I tiakina i:
Kaituhi matua: | Tang, Yi |
---|---|
Kaituhi rangatōpū: | ebrary, Inc |
Ētahi atu kaituhi: | Li, Bin |
Hōputu: | Tāhiko īPukapuka |
Reo: | Ingarihi |
I whakaputaina: |
Hackensack, NJ :
World Scientific Pub.,
c2007.
|
Ngā marau: | |
Urunga tuihono: | An electronic book accessible through the World Wide Web; click to view |
Ngā Tūtohu: |
Tāpirihia he Tūtohu
Kāore He Tūtohu, Me noho koe te mea tuatahi ki te tūtohu i tēnei pūkete!
|
Ngā tūemi rite
Hedging derivatives
mā: Rheinländer, Thorsten
I whakaputaina: (2011)
mā: Rheinländer, Thorsten
I whakaputaina: (2011)
Counterparty credit risk the new challenge for global financial markets /
mā: Gregory, Jon, Ph. D.
I whakaputaina: (2010)
mā: Gregory, Jon, Ph. D.
I whakaputaina: (2010)
The xVA challenge : counterparty credit risk, funding, collateral, and capital /
mā: Gregory, Jon, 1971-
I whakaputaina: (2015)
mā: Gregory, Jon, 1971-
I whakaputaina: (2015)
Counterparty credit risk and credit value adjustment a continuing challenge for global financial markets /
mā: Gregory, Jon, Ph. D.
I whakaputaina: (2012)
mā: Gregory, Jon, Ph. D.
I whakaputaina: (2012)
Financial derivatives pricing selected works of Robert Jarrow /
mā: Jarrow, Robert A.
I whakaputaina: (2008)
mā: Jarrow, Robert A.
I whakaputaina: (2008)
Implementing models of financial derivatives object oriented applications with VBA /
mā: Webber, Nick
I whakaputaina: (2011)
mā: Webber, Nick
I whakaputaina: (2011)
Arbitrage theory in continuous time
mā: Björk, Tomas
I whakaputaina: (2009)
mā: Björk, Tomas
I whakaputaina: (2009)
The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives /
mā: Rebonato, Riccardo
I whakaputaina: (2009)
mā: Rebonato, Riccardo
I whakaputaina: (2009)
Counterparty risk in the over-the-counter derivates market /
mā: Segoviano Basurto, Miguel A.
I whakaputaina: (2008)
mā: Segoviano Basurto, Miguel A.
I whakaputaina: (2008)
Interest rate risk modeling the fixed income valuation course /
mā: Nawalkha, Sanjay K.
I whakaputaina: (2005)
mā: Nawalkha, Sanjay K.
I whakaputaina: (2005)
Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives /
mā: Gregory, Jon
I whakaputaina: (2014)
mā: Gregory, Jon
I whakaputaina: (2014)
Multiscale stochastic volatility for equity, interest rate, and credit derivatives
I whakaputaina: (2011)
I whakaputaina: (2011)
An introduction to equity derivatives theory and practice /
mā: Bossu, Sébastien
I whakaputaina: (2012)
mā: Bossu, Sébastien
I whakaputaina: (2012)
Counterparty credit risk, collateral and funding with pricing cases for all asset classes /
mā: Brigo, Damiano
I whakaputaina: (2013)
mā: Brigo, Damiano
I whakaputaina: (2013)
Mathematical techniques in financial market trading
mā: Mak, Don K.
I whakaputaina: (2006)
mā: Mak, Don K.
I whakaputaina: (2006)
Forecasting volatility in the financial markets
I whakaputaina: (2007)
I whakaputaina: (2007)
Fourier transform methods in finance
I whakaputaina: (2010)
I whakaputaina: (2010)
The Black-Scholes model
mā: Capi�nski, Marek, 1951-
I whakaputaina: (2012)
mā: Capi�nski, Marek, 1951-
I whakaputaina: (2012)
Nonlinear models in mathematical finance new research trends in option pricing /
I whakaputaina: (2008)
I whakaputaina: (2008)
Mathematical techniques in finance tools for incomplete markets /
mā: Černý, Aleš, 1971-
I whakaputaina: (2009)
mā: Černý, Aleš, 1971-
I whakaputaina: (2009)
Forecasting in financial and sports gambling markets adaptive drift modeling /
mā: Mallios, William S. (William Steve), 1935-
I whakaputaina: (2011)
mā: Mallios, William S. (William Steve), 1935-
I whakaputaina: (2011)
Financial engineering and computation principles, mathematics, algorithms /
mā: Lyuu, Yuh-Dauh
I whakaputaina: (2002)
mā: Lyuu, Yuh-Dauh
I whakaputaina: (2002)
Modeling and pricing of swaps for financial and energy markets with stochastic volatilities
mā: Svishchuk, A. V. (Anatoliĭ Vitalʹevich)
I whakaputaina: (2013)
mā: Svishchuk, A. V. (Anatoliĭ Vitalʹevich)
I whakaputaina: (2013)
Complex-valued matrix derivatives with applications in signal processing and communications /
mā: Hj�rungnes, Are
I whakaputaina: (2011)
mā: Hj�rungnes, Are
I whakaputaina: (2011)
Option trading pricing and volatility strategies and techniques /
mā: Sinclair, Euan, 1969-
I whakaputaina: (2010)
mā: Sinclair, Euan, 1969-
I whakaputaina: (2010)
Robust static super-replication of barrier options
mā: Maruhn, Jan H.
I whakaputaina: (2009)
mā: Maruhn, Jan H.
I whakaputaina: (2009)
An elementary introduction to stochastic interest rate modeling
mā: Privault, Nicolas
I whakaputaina: (2012)
mā: Privault, Nicolas
I whakaputaina: (2012)
Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices /
mā: Chan-Lau, Jorge A.
I whakaputaina: (2006)
mā: Chan-Lau, Jorge A.
I whakaputaina: (2006)
An engine, not a camera how financial models shape markets /
mā: MacKenzie, Donald A.
I whakaputaina: (2006)
mā: MacKenzie, Donald A.
I whakaputaina: (2006)
Rational expectations and efficiency in futures markets
I whakaputaina: (1992)
I whakaputaina: (1992)
Managing risks with derivatives
I whakaputaina: (2007)
I whakaputaina: (2007)
The Heston model and its extensions in Matlab and C#
mā: Rouah, Fabrice, 1964-
I whakaputaina: (2013)
mā: Rouah, Fabrice, 1964-
I whakaputaina: (2013)
Quantitative modelling in marketing and management
mā: Moutinho, Luiz
I whakaputaina: (2013)
mā: Moutinho, Luiz
I whakaputaina: (2013)
Derivatives : principles and practice /
mā: Sundaram, Rangarajan K.
I whakaputaina: (2011)
mā: Sundaram, Rangarajan K.
I whakaputaina: (2011)
Louis Bachelier's theory of speculation the origins of modern finance /
mā: Bachelier, Louis, b. 1870
I whakaputaina: (2006)
mā: Bachelier, Louis, b. 1870
I whakaputaina: (2006)
The Heston model and its extensions in VBA + website /
mā: Rouah, Fabrice, 1964-
I whakaputaina: (2015)
mā: Rouah, Fabrice, 1964-
I whakaputaina: (2015)
Econometrics and risk management
I whakaputaina: (2008)
I whakaputaina: (2008)
Clearing and settlement of derivatives
mā: Loader, David
I whakaputaina: (2005)
mā: Loader, David
I whakaputaina: (2005)
Derivative instruments a guide to theory and practice /
mā: Eales, Brian Anthony
I whakaputaina: (2003)
mā: Eales, Brian Anthony
I whakaputaina: (2003)
American-type options.
mā: Silvestrov, Dmitrii S.
I whakaputaina: (2015)
mā: Silvestrov, Dmitrii S.
I whakaputaina: (2015)
Ngā tūemi rite
-
Hedging derivatives
mā: Rheinländer, Thorsten
I whakaputaina: (2011) -
Counterparty credit risk the new challenge for global financial markets /
mā: Gregory, Jon, Ph. D.
I whakaputaina: (2010) -
The xVA challenge : counterparty credit risk, funding, collateral, and capital /
mā: Gregory, Jon, 1971-
I whakaputaina: (2015) -
Counterparty credit risk and credit value adjustment a continuing challenge for global financial markets /
mā: Gregory, Jon, Ph. D.
I whakaputaina: (2012) -
Financial derivatives pricing selected works of Robert Jarrow /
mā: Jarrow, Robert A.
I whakaputaina: (2008)