Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market /
Guardat en:
Autor principal: | Tang, Yi |
---|---|
Autor corporatiu: | ebrary, Inc |
Altres autors: | Li, Bin |
Format: | Electrònic eBook |
Idioma: | anglès |
Publicat: |
Hackensack, NJ :
World Scientific Pub.,
c2007.
|
Matèries: | |
Accés en línia: | An electronic book accessible through the World Wide Web; click to view |
Etiquetes: |
Afegir etiqueta
Sense etiquetes, Sigues el primer a etiquetar aquest registre!
|
Ítems similars
Hedging derivatives
per: Rheinländer, Thorsten
Publicat: (2011)
per: Rheinländer, Thorsten
Publicat: (2011)
Counterparty credit risk the new challenge for global financial markets /
per: Gregory, Jon, Ph. D.
Publicat: (2010)
per: Gregory, Jon, Ph. D.
Publicat: (2010)
The xVA challenge : counterparty credit risk, funding, collateral, and capital /
per: Gregory, Jon, 1971-
Publicat: (2015)
per: Gregory, Jon, 1971-
Publicat: (2015)
Counterparty credit risk and credit value adjustment a continuing challenge for global financial markets /
per: Gregory, Jon, Ph. D.
Publicat: (2012)
per: Gregory, Jon, Ph. D.
Publicat: (2012)
Financial derivatives pricing selected works of Robert Jarrow /
per: Jarrow, Robert A.
Publicat: (2008)
per: Jarrow, Robert A.
Publicat: (2008)
Implementing models of financial derivatives object oriented applications with VBA /
per: Webber, Nick
Publicat: (2011)
per: Webber, Nick
Publicat: (2011)
Arbitrage theory in continuous time
per: Björk, Tomas
Publicat: (2009)
per: Björk, Tomas
Publicat: (2009)
The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives /
per: Rebonato, Riccardo
Publicat: (2009)
per: Rebonato, Riccardo
Publicat: (2009)
Counterparty risk in the over-the-counter derivates market /
per: Segoviano Basurto, Miguel A.
Publicat: (2008)
per: Segoviano Basurto, Miguel A.
Publicat: (2008)
Interest rate risk modeling the fixed income valuation course /
per: Nawalkha, Sanjay K.
Publicat: (2005)
per: Nawalkha, Sanjay K.
Publicat: (2005)
Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives /
per: Gregory, Jon
Publicat: (2014)
per: Gregory, Jon
Publicat: (2014)
Multiscale stochastic volatility for equity, interest rate, and credit derivatives
Publicat: (2011)
Publicat: (2011)
An introduction to equity derivatives theory and practice /
per: Bossu, Sébastien
Publicat: (2012)
per: Bossu, Sébastien
Publicat: (2012)
Counterparty credit risk, collateral and funding with pricing cases for all asset classes /
per: Brigo, Damiano
Publicat: (2013)
per: Brigo, Damiano
Publicat: (2013)
Forecasting volatility in the financial markets
Publicat: (2007)
Publicat: (2007)
Fourier transform methods in finance
Publicat: (2010)
Publicat: (2010)
Mathematical techniques in financial market trading
per: Mak, Don K.
Publicat: (2006)
per: Mak, Don K.
Publicat: (2006)
The Black-Scholes model
per: Capi�nski, Marek, 1951-
Publicat: (2012)
per: Capi�nski, Marek, 1951-
Publicat: (2012)
Nonlinear models in mathematical finance new research trends in option pricing /
Publicat: (2008)
Publicat: (2008)
Mathematical techniques in finance tools for incomplete markets /
per: Černý, Aleš, 1971-
Publicat: (2009)
per: Černý, Aleš, 1971-
Publicat: (2009)
Financial engineering and computation principles, mathematics, algorithms /
per: Lyuu, Yuh-Dauh
Publicat: (2002)
per: Lyuu, Yuh-Dauh
Publicat: (2002)
Forecasting in financial and sports gambling markets adaptive drift modeling /
per: Mallios, William S. (William Steve), 1935-
Publicat: (2011)
per: Mallios, William S. (William Steve), 1935-
Publicat: (2011)
Modeling and pricing of swaps for financial and energy markets with stochastic volatilities
per: Svishchuk, A. V. (Anatoliĭ Vitalʹevich)
Publicat: (2013)
per: Svishchuk, A. V. (Anatoliĭ Vitalʹevich)
Publicat: (2013)
Complex-valued matrix derivatives with applications in signal processing and communications /
per: Hj�rungnes, Are
Publicat: (2011)
per: Hj�rungnes, Are
Publicat: (2011)
Option trading pricing and volatility strategies and techniques /
per: Sinclair, Euan, 1969-
Publicat: (2010)
per: Sinclair, Euan, 1969-
Publicat: (2010)
Robust static super-replication of barrier options
per: Maruhn, Jan H.
Publicat: (2009)
per: Maruhn, Jan H.
Publicat: (2009)
An elementary introduction to stochastic interest rate modeling
per: Privault, Nicolas
Publicat: (2012)
per: Privault, Nicolas
Publicat: (2012)
Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices /
per: Chan-Lau, Jorge A.
Publicat: (2006)
per: Chan-Lau, Jorge A.
Publicat: (2006)
An engine, not a camera how financial models shape markets /
per: MacKenzie, Donald A.
Publicat: (2006)
per: MacKenzie, Donald A.
Publicat: (2006)
Rational expectations and efficiency in futures markets
Publicat: (1992)
Publicat: (1992)
Managing risks with derivatives
Publicat: (2007)
Publicat: (2007)
Quantitative modelling in marketing and management
per: Moutinho, Luiz
Publicat: (2013)
per: Moutinho, Luiz
Publicat: (2013)
The Heston model and its extensions in Matlab and C#
per: Rouah, Fabrice, 1964-
Publicat: (2013)
per: Rouah, Fabrice, 1964-
Publicat: (2013)
Derivatives : principles and practice /
per: Sundaram, Rangarajan K.
Publicat: (2011)
per: Sundaram, Rangarajan K.
Publicat: (2011)
The Heston model and its extensions in VBA + website /
per: Rouah, Fabrice, 1964-
Publicat: (2015)
per: Rouah, Fabrice, 1964-
Publicat: (2015)
Louis Bachelier's theory of speculation the origins of modern finance /
per: Bachelier, Louis, b. 1870
Publicat: (2006)
per: Bachelier, Louis, b. 1870
Publicat: (2006)
Econometrics and risk management
Publicat: (2008)
Publicat: (2008)
Clearing and settlement of derivatives
per: Loader, David
Publicat: (2005)
per: Loader, David
Publicat: (2005)
Derivative instruments a guide to theory and practice /
per: Eales, Brian Anthony
Publicat: (2003)
per: Eales, Brian Anthony
Publicat: (2003)
Derivatives essentials : an introduction to forwards, futures, options and swaps /
per: Gottesman, Aron
Publicat: (2016)
per: Gottesman, Aron
Publicat: (2016)
Ítems similars
-
Hedging derivatives
per: Rheinländer, Thorsten
Publicat: (2011) -
Counterparty credit risk the new challenge for global financial markets /
per: Gregory, Jon, Ph. D.
Publicat: (2010) -
The xVA challenge : counterparty credit risk, funding, collateral, and capital /
per: Gregory, Jon, 1971-
Publicat: (2015) -
Counterparty credit risk and credit value adjustment a continuing challenge for global financial markets /
per: Gregory, Jon, Ph. D.
Publicat: (2012) -
Financial derivatives pricing selected works of Robert Jarrow /
per: Jarrow, Robert A.
Publicat: (2008)