Quantitative Analysis, Derivatives Modeling, and Trading Strategies: In the Presence of Counterparty Credit Risk for the Fixed-Income Market

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List Price: £109.00 (GBP)
  • Lowest New Price: £89.80
  • Lowest Used Price: £94.81
  • Total New: 11
  • Total Used: 10
  • Total Collectible: 0
  • Total Refurbished: 0

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  • Author : Yi Tang
  • Author : Bin Li
  • Binding : Hardcover
  • EAN : 9789810240790
  • ISBN : 9810240791
  • Label : World Scientific Publishing
  • Languages : Original Language: English, Published: English
  • Manufacturer : World Scientific Publishing
  • Number Of Items : 1
  • Number Of Pages : 520
  • Package Dimensions : 1.40 inches (Height) x 8.90 inches (Length) x 1.85 pounds (Weight) x 6.30 inches (Width)
  • Product Group : Book
  • Publication Date : 2007-01-23
  • Publisher : World Scientific Publishing
  • SKU : ACOM-INT_book_usedverygood_9810240791
  • Studio : World Scientific Publishing

Addresses selected practical applications and developments in the areas of quantitative financial modeling in derivatives instruments. This book focuses on the fixed-income market. It is written from the point of view of financial engineers or practitioners. It attempts to combine economic insights with mathematics and modeling.

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