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QUANTITATIVE ANALYSIS, DERIVATIVES MODELING, AND TRADING STRATEGIES: IN THE PRESENCE OF COUNTERPARTY CREDIT RISK FOR THE FIXED-INCOME MARKET
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$ 174.90
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| Item Number |
167775 |
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Item Description...
Product Description
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.
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Item Specifications...
Pages 498
Dimensions: Length: 1.25" Width: 6.25" Height: 9.5"
Weight: 1.95 lbs.
Binding Hardcover
Release Date Jan 23, 2007
Publisher World Scientific Publishing
ISBN 9810240791
EAN 9789810240790
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Availability 1 units.
Availability accurate as of May 30, 2012 06:40.
Usually ships within one to two business days from Momence, IL.
Orders shipping to an address other than a confirmed Credit Card / Paypal Billing address may incur and additional processing delay.
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Reviews - What do our customers think?
 | One of the best quant books I have read Oct 27, 2007 |
I am a junior quant, so let us not comparing with guru. Among the books I read, my opinion is Wilmott series more on maths, Baxter for good understandings until short rates, Jessica wide but not so deep concepts on models/methods, Rebonato's books are detailed, but I found the detailed explanations are not clear to me, Brigo&Mercurio's book is nice. A common drawback of all these books is they didnot talk much on practitioners' intuitions.
This QA+DM+TS book combines math, intuitions, traders' views. And they are explained in such a clear way. All the models are alive. Really hope I could have known about the book and read it in full before my interviews. Sigh... | | | Write your own review about QUANTITATIVE ANALYSIS, DERIVATIVES MODELING, AND TRADING STRATEGIES: IN THE PRESENCE OF COUNTERPARTY CREDIT RISK FOR THE FIXED-INCOME MARKET
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