Trading Books » Bonds Trading » QUANTITATIVE ANALYSIS, DERIVATIVES MODELING, AND TRADING STRATEGIES: IN THE PRESENCE OF COUNTERPARTY CREDIT RISK FOR THE FIXED-INCOME MARKET
QUANTITATIVE ANALYSIS, DERIVATIVES MODELING, AND TRADING STRATEGIES: IN THE PRESENCE OF COUNTERPARTY CREDIT RISK FOR THE FIXED-INCOME MARKET
Yi Tang
World Scientific Publishing, 2007, Hardcover, 520 pages, ISBN 9810240791
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. (Amazon.com)
Related books:
- Frank J. Fabozzi. Bond Markets, Analysis, and Strategies (7th Edition).
- SIFMA. The Fundamentals of Municipal Bonds (Wiley Finance).
- Russell Wild. Bond Investing For Dummies.
- Galen Burghardt. The Treasury Bond Basis: An in-Depth Analysis for Hedgers, Speculators, and Arbitrageurs (McGraw-Hill Library of Investment and Finance).
- Irene M. Pepperberg. Alex & Me: How a Scientist and a Parrot Uncovered a Hidden World of Animal Intelligence--and Formed a Deep Bond in the Process.
- Stephen J. Antczak. Leveraged Finance: Concepts, Methods, and Trading of High-Yield Bonds, Loans, and Derivatives (Frank J. Fabozzi Series).
- Sylvan G. Feldstein. The Handbook of Municipal Bonds (Frank J. Fabozzi Series).
- The Bond Market Association. The Fundamentals of Municipal Bonds, 5th Edition.
- Timothy Middleton. The Bond King: Investment Secrets from PIMCO's Bill Gross.
- Moorad Choudhry. Bond and Money Markets: Strategy, Trading, Analysis.