QUANTITATIVE ANALYSIS, DERIVATIVES MODELING, AND TRADING STRATEGIES: IN THE PRESENCE OF COUNTERPARTY CREDIT RISK FOR THE FIXED-INCOME MARKET (Hardcover)
Review
For those who desire timely reporting straight from the trenches, this book is a must. — Peter Carr, PhD, Head of Quantitative Financial Research, Bloomberg LPThis book has innovative ideas, state of the art applications, and contains a wealth of valuable information. — Peter Ritchken, Kenneth Walter Haber Professor, Department of Banking and FinanceThis state of the art text emphasizes various contemporary topics in fixed income derivatives from a practitioner’s perspective. The combination of martingale technology with the author’s expert practical knowledge contributes hugely to the book’s success. For those who desire timely reporting straight from the trenches, this book is a must. –Peter Carr, PhD,Head of Quantitative Financial Research, Bloomberg LP, Director of the Masters in Math Finance Program, Courant, Institute, NYU
Review
It is quite obvious that the authors have significant practical experience in sophisticated quantitat (more…)