Obálka

QR kód

Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market /

Uloženo v:

Podrobná bibliografie
Hlavní autor:	Tang, Yi
Korporativní autor:	ebrary, Inc
Další autoři:	Li, Bin
Médium:	Elektronický zdroj E-kniha
Jazyk:	angličtina
Vydáno:	Hackensack, NJ : World Scientific Pub., c2007.
Témata:	Derivative securities > Mathematical models. Finance > Mathematical models. Speculation > Mathematical models. Electronic books.
On-line přístup:	An electronic book accessible through the World Wide Web; click to view
Tagy:	Přidat tag Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!

Podobné jednotky

Hedging derivatives
Autor: Rheinländer, Thorsten
Vydáno: (2011)

Counterparty credit risk the new challenge for global financial markets /
Autor: Gregory, Jon, Ph. D.
Vydáno: (2010)

The xVA challenge : counterparty credit risk, funding, collateral, and capital /
Autor: Gregory, Jon, 1971-
Vydáno: (2015)

Counterparty credit risk and credit value adjustment a continuing challenge for global financial markets /
Autor: Gregory, Jon, Ph. D.
Vydáno: (2012)

Financial derivatives pricing selected works of Robert Jarrow /
Autor: Jarrow, Robert A.
Vydáno: (2008)

Implementing models of financial derivatives object oriented applications with VBA /
Autor: Webber, Nick
Vydáno: (2011)

Arbitrage theory in continuous time
Autor: Björk, Tomas
Vydáno: (2009)

The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives /
Autor: Rebonato, Riccardo
Vydáno: (2009)

Counterparty risk in the over-the-counter derivates market /
Autor: Segoviano Basurto, Miguel A.
Vydáno: (2008)

Interest rate risk modeling the fixed income valuation course /
Autor: Nawalkha, Sanjay K.
Vydáno: (2005)

Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives /
Autor: Gregory, Jon
Vydáno: (2014)

Multiscale stochastic volatility for equity, interest rate, and credit derivatives
Vydáno: (2011)

An introduction to equity derivatives theory and practice /
Autor: Bossu, Sébastien
Vydáno: (2012)

Counterparty credit risk, collateral and funding with pricing cases for all asset classes /
Autor: Brigo, Damiano
Vydáno: (2013)

Forecasting volatility in the financial markets
Vydáno: (2007)

Fourier transform methods in finance
Vydáno: (2010)

Mathematical techniques in financial market trading
Autor: Mak, Don K.
Vydáno: (2006)

The Black-Scholes model
Autor: Capi�nski, Marek, 1951-
Vydáno: (2012)

Nonlinear models in mathematical finance new research trends in option pricing /
Vydáno: (2008)

Mathematical techniques in finance tools for incomplete markets /
Autor: Černý, Aleš, 1971-
Vydáno: (2009)

Financial engineering and computation principles, mathematics, algorithms /
Autor: Lyuu, Yuh-Dauh
Vydáno: (2002)

Forecasting in financial and sports gambling markets adaptive drift modeling /
Autor: Mallios, William S. (William Steve), 1935-
Vydáno: (2011)

Modeling and pricing of swaps for financial and energy markets with stochastic volatilities
Autor: Svishchuk, A. V. (Anatoliĭ Vitalʹevich)
Vydáno: (2013)

Complex-valued matrix derivatives with applications in signal processing and communications /
Autor: Hj�rungnes, Are
Vydáno: (2011)

Option trading pricing and volatility strategies and techniques /
Autor: Sinclair, Euan, 1969-
Vydáno: (2010)

Robust static super-replication of barrier options
Autor: Maruhn, Jan H.
Vydáno: (2009)

An elementary introduction to stochastic interest rate modeling
Autor: Privault, Nicolas
Vydáno: (2012)

Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices /
Autor: Chan-Lau, Jorge A.
Vydáno: (2006)

An engine, not a camera how financial models shape markets /
Autor: MacKenzie, Donald A.
Vydáno: (2006)

Rational expectations and efficiency in futures markets
Vydáno: (1992)

Managing risks with derivatives
Vydáno: (2007)

Quantitative modelling in marketing and management
Autor: Moutinho, Luiz
Vydáno: (2013)

The Heston model and its extensions in Matlab and C#
Autor: Rouah, Fabrice, 1964-
Vydáno: (2013)

Derivatives : principles and practice /
Autor: Sundaram, Rangarajan K.
Vydáno: (2011)

The Heston model and its extensions in VBA + website /
Autor: Rouah, Fabrice, 1964-
Vydáno: (2015)

Louis Bachelier's theory of speculation the origins of modern finance /
Autor: Bachelier, Louis, b. 1870
Vydáno: (2006)

Econometrics and risk management
Vydáno: (2008)

Clearing and settlement of derivatives
Autor: Loader, David
Vydáno: (2005)

Derivative instruments a guide to theory and practice /
Autor: Eales, Brian Anthony
Vydáno: (2003)

Derivatives essentials : an introduction to forwards, futures, options and swaps /
Autor: Gottesman, Aron
Vydáno: (2016)