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Language:Chinese.HardCover. Pub Date: 2015-4-1 Pages: 347 Publisher: Machinery Industry Press book introduces financial engineering intermediate technical methods of operation. involving exotic contracts and path dependence. fixed income and derivatives modeling and credit risk. Book the author discusses the bizarre and path-dependent contracts. barrier options. strong path-dependent derivatives. Asian option. backdated options. derivatives and stochastic control. single-factor interest rate modeling. yield curve fitting. interest rate derivatives. convertible bonds. mortgage-backed securities empirical performance. multi-factor interest rate modeling. transient rates. HJM and BGM model. fixed income product brochures. company value and default risk. credit derivatives. RiskMetrics and CreditMetrics. CrashMetrics and derivatives disaster case . Contents: The second part of t...
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Quantitative Finance (the original book version 2) (Volume 2)(Chinese Edition)
Published by
Machinery Industry Press, 2015
ISBN 10: 7111494873
ISBN 13: 9787111494874
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Hardcover
Seller: liu xing, Nanjing, JS, China
Seller rating 5 out of 5 stars
Hardcover. Condition: New. Language:Chinese.HardCover. Pub Date: 2015-4-1 Pages: 347 Publisher: Machinery Industry Press book introduces financial engineering intermediate technical methods of operation. involving exotic contracts and path dependence. fixed income and derivatives modeling and credit risk. Book the author discusses the bizarre and path-dependent contracts. barrier options. strong path-dependent derivatives. Asian option. backdated options. derivatives and stochastic control. single-factor interest rate . Seller Inventory # CS043787
Quantity: 3 available