Quantitative Analysis, Derivatives Modeling, and Trading Strategies PDF ePub eBook

Books Info:

Quantitative Analysis, Derivatives Modeling, and Trading Strategies free pdf This book addresses selected practical applications and recent developments in the areas of quantitative financial modeling in derivatives instruments, some of which are from the authors' own research and practice. While the primary scope of this book is the fixed-income market (with further focus on the interest rate market), many of the methodologies presented also apply to other financial markets, such as the credit, equity, and foreign exchange markets. This book, which assumes that the reader is familiar with the basics of stochastic calculus and derivatives modeling, is written from the point of view of financial engineers or practitioners, and, as such, it puts more emphasis on the practical applications of financial mathematics in the real market than the mathematics itself with precise (and tedious) technical conditions. It attempts to combine economic insights with mathematics and modeling so as to help the reader develop intuitions. In addition, the book addresses the counterparty credit risk modeling, pricing, and arbitraging strategies, which are relatively recent developments and are of increasing importance. It also discusses various trading structuring strategies and touches upon some popular credit/IR/FX hybrid products, such as PRDC, TARN, Snowballs, Snowbears, CCDS, credit extinguishers.

About Yi Tang

Yi Tang is currently with Goldman, Sachs

Details Book

Author : Yi Tang
Publisher : World Scientific Publishing Co Pte Ltd
Data Published : 24 January 2007
ISBN : 9810240791
EAN : 9789810240790
Format Book : PDF, Epub, DOCx, TXT
Number of Pages : 520 pages
Age + : 15 years
Language : English
Rating :

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