LEADER 03564nam 2200649Ia 450 001 9910451483703321 005 20200520144314.0 010 $a1-281-12074-X 010 $a9786611120740 010 $a981-270-665-8 035 $a(CKB)1000000000334439 035 $a(EBL)312247 035 $a(OCoLC)476099167 035 $a(SSID)ssj0000231162 035 $a(PQKBManifestationID)11187681 035 $a(PQKBTitleCode)TC0000231162 035 $a(PQKBWorkID)10206627 035 $a(PQKB)10538314 035 $a(MiAaPQ)EBC312247 035 $a(WSP)00004228 035 $a(PPN)170212548 035 $a(Au-PeEL)EBL312247 035 $a(CaPaEBR)ebr10188821 035 $a(CaONFJC)MIL112074 035 $a(EXLCZ)991000000000334439 100 $a20061101d2007 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aQuantitative analysis, derivatives modeling, and trading strategies$b[electronic resource] $ein the presence of counterparty credit risk for fixed-income market /$fYi Tang, Bin Li 210 $aHackensack, NJ $cWorld Scientific Pub.$dc2007 215 $a1 online resource (523 p.) 300 $aDescription based upon print version of record. 311 $a981-02-4079-1 320 $aIncludes bibliographical references (p. [479]-489) and index. 327 $aContents; PART I THEORY AND APPLICATIONS OF DERIVATIVES MODELING; Chapter 1 Introduction to Counterparty Credit Risk; Preface; Chapter 2 Martingale Arbitrage Pricing in Real Market; Chapter 3 The Black-Scholes Framework and Extensions; Chapter 4 Martingale Resampling and Interpolation; Chapter 5 Introduction to Interest Rate Term Structure Modeling; Chapter 6 The Heath-Jarrow-Morton Framework; Chapter 7 The Interest Rate Market Model; Chapter 8 Credit Risk Modeling and Pricing; PART II INTEREST RATE MARKET FUNDAMENTALS AND PROPRIETARY TRADING STRATEGIES 327 $aChapter 9 Simple Interest Rate ProductsChapter 10 Yield Curve Modeling; Chapter 11 Two-Factor Risk Model; Chapter 12 The Holy Grail - Two-Factor Interest Rate Arbitrage; Chapter 13 Yield Decomposition Model; Chapter 14 Inflation Linked Instruments Modeling; Chapter 15 Interest Rate Proprietary Trading Strategies; References; Index 330 $aThis 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 606 $aDerivative securities$xMathematical models 606 $aFinance$xMathematical models 606 $aSpeculation$xMathematical models 608 $aElectronic books. 615 0$aDerivative securities$xMathematical models. 615 0$aFinance$xMathematical models. 615 0$aSpeculation$xMathematical models. 676 $a332.64/570151 700 $aTang$b Yi$0938352 701 $aLi$b Bin$0857556 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910451483703321 996 $aQuantitative analysis, derivatives modeling, and trading strategies$92113989 997 $aUNINA LEADER 03281nam 22007933u 450 001 9911019859203321 005 20251116154210.0 010 $a0-470-44104-6 010 $a1-119-19789-9 010 $a1-282-13713-1 010 $a9786612137136 010 $a0-470-43015-X 035 $a(CKB)1000000000719451 035 $a(EBL)427583 035 $a(OCoLC)437111244 035 $a(SSID)ssj0000151085 035 $a(PQKBManifestationID)12019713 035 $a(PQKBTitleCode)TC0000151085 035 $a(PQKBWorkID)10281253 035 $a(PQKB)11087296 035 $a(MiAaPQ)EBC427583 035 $a(EXLCZ)991000000000719451 100 $a20130418d2009|||| u|| | 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aEveryone Has the Right to My Opinion $eInvestor's Business Daily Pulitzer Prize-Winning Editorial Cartoonist 210 $aChichester $cWiley$d2009 215 $a1 online resource (287 p.) 300 $aDescription based upon print version of record. 311 08$a0-470-40677-1 327 $aEVERYONE HAS THE RIGHT TO MY OPINION; Contents; Foreword; Acknowledgments; Introduction; The 2008 Pulitzer Collection; Moral Values; Hollywood; Domestic Affairs; Economics; Politics; Elections; World Affairs; The Middle East; September 11; War; The 1994 Pulitzer Collection; Backword 330 $aIn Everyone Has the Right to My Opinion, Michael Ramirez, the internationally known editorial cartoonist for Investor's Business Daily, offers a comprehensive collection of his award-winning cartoons, accompanied by an introduction to the images highlighted throughout the book. Each cartoon shows that a picture is worth a thousand words and transforms the news of the day into eye-catching, provocative, and hilarious images that draw people into the democratic process. His commentary on everything from the economy and markets to politics and international affairs offers a unique p 606 $aAmerican wit and humor, Pictorial 606 $aAmerican wit and humor, Pictorial 606 $aAmerican wit and humor 606 $aEditorial cartoons - United States 606 $aEditorial cartoons -- United States 606 $aEditorial cartoons 606 $aWit and humor 606 $aDrawing, Design & Illustration$2HILCC 606 $aVisual Arts$2HILCC 606 $aArt, Architecture & Applied Arts$2HILCC 615 4$aAmerican wit and humor, Pictorial. 615 4$aAmerican wit and humor, Pictorial. 615 4$aAmerican wit and humor. 615 4$aEditorial cartoons - United States. 615 4$aEditorial cartoons -- United States. 615 4$aEditorial cartoons. 615 4$aWit and humor. 615 7$aDrawing, Design & Illustration 615 7$aVisual Arts 615 7$aArt, Architecture & Applied Arts 676 $a741.5 676 $a741.5/6973 676 $a741.56973 676 $a741.5973 700 $aRamirez$b Michael$01842796 702 $aO'Neil$b William J. 702 $aBennett$b William J 801 0$bAU-PeEL 801 1$bAU-PeEL 801 2$bAU-PeEL 906 $aBOOK 912 $a9911019859203321 996 $aEveryone Has the Right to My Opinion$94423028 997 $aUNINA