Azala

QR Kodea

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

Gorde:

Xehetasun bibliografikoak
Egile nagusia:	Tang, Yi
Erakunde egilea:	ebrary, Inc
Beste egile batzuk:	Li, Bin
Formatua:	Baliabide elektronikoa eBook
Hizkuntza:	ingelesa
Argitaratua:	Hackensack, NJ : World Scientific Pub., c2007.
Gaiak:	Derivative securities > Mathematical models. Finance > Mathematical models. Speculation > Mathematical models. Electronic books.
Sarrera elektronikoa:	An electronic book accessible through the World Wide Web; click to view
Etiketak:	Etiketa erantsi Etiketarik gabe, Izan zaitez lehena erregistro honi etiketa jartzen!

Antzeko izenburuak

Hedging derivatives
nork: Rheinländer, Thorsten
Argitaratua: (2011)

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

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

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

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

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

Arbitrage theory in continuous time
nork: Björk, Tomas
Argitaratua: (2009)

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

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

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

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

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

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

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

Forecasting volatility in the financial markets
Argitaratua: (2007)

Fourier transform methods in finance
Argitaratua: (2010)

Mathematical techniques in financial market trading
nork: Mak, Don K.
Argitaratua: (2006)

The Black-Scholes model
nork: Capi�nski, Marek, 1951-
Argitaratua: (2012)

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

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

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

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

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

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

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

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

An elementary introduction to stochastic interest rate modeling
nork: Privault, Nicolas
Argitaratua: (2012)

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

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

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

Managing risks with derivatives
Argitaratua: (2007)

Quantitative modelling in marketing and management
nork: Moutinho, Luiz
Argitaratua: (2013)

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

Derivatives : principles and practice /
nork: Sundaram, Rangarajan K.
Argitaratua: (2011)

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

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

Econometrics and risk management
Argitaratua: (2008)

Clearing and settlement of derivatives
nork: Loader, David
Argitaratua: (2005)

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

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