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. He also worked as a Quantitative Financial Analyst at Cambix and Rubicon Financial Systems, Inc. Before switching to the field of Quantitative Finance, he worked as an Adjunct Assistant Professor of Physics and a Postdoc researcher at UCLA, and as a Senior Scientist and a Project Manager at Princeton Electronic Systems, Inc.

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He received his PhD in Physics from University of California at Los Angeles UCLA in Bin Li currently is the Chairman of the Board of Directors and CEO of Westport Financial LLC. Bin is an internationally well-known researcher and practitioner in the finance industry. Prior to co-founding Westport Financial LLC in October , Bin was Executive Director, Head of Quantitative Trading Strategies at Warburg Dillon Read, the investment banking division of the United Bank of Switzerland.

From to , Bin was a Vice President at Merrill Lynch, headed the Quantitative Analysis Group. Bin received his PhD in Physics from New York University in Compare all 9 new copies. Book Description World Scientific Publishing Co Pte Ltd, Shipped from UK in 4 to 14 days.

Established seller since More Information About This Seller Ask Bookseller a Question. Book Description World Scientific Publishing Co Pte Ltd, Singapore, It is written from the viewpoint of financial engineers or practitioners, and, as such, it puts more emphasis on the practical applications of financial mathematics in the real market than the mathematics itself with precise and tedious technical conditions.

It attempts to combine economic insights with mathematics and modeling so as to help the reader to develop intuitions.

Among the modeling and the numerical techniques presented are the practical applications of the martingale theories, such as martingale model factory and martingale resampling and interpolation.

In addition, the book addresses the counterparty credit risk modeling, pricing, and arbitraging strategies from the perspective of a front office functionality and a revenue center rather than merely a risk management functionality , which are relatively recent developments and are of increasing importance. 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, foreign exchange, and commodity markets.

Book Description World Scientific Publishing, Book Description World Scientific Publishing Co Pte Ltd. BRAND NEW, Quantitative Analysis, Derivatives Modeling, and Trading Strategies: In the Presence of Counterparty Credit Risk for the Fixed-Income Market, Yi Tang, Bin Li, 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.

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 point of view of financial engineers or practitioners, and, as such, it puts more emphasis on the practical applications of financial mathematics in the real market than the mathematics itself with precise and tedious technical conditions.

It attempts to combine economic insights with mathematics and modeling so as to help the reader develop intuitions. In addition, the book addresses the counterparty credit risk modeling, pricing, and arbitraging strategies, which are relatively recent developments and are of increasing importance. Book Description World Scientific Pub Co Inc, Book Description World Scientific Publishing Company, Inc.

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Search By Keyword By Title By Author By ISBN By Publisher By Collection Find Advanced Search. Yi Tang ; Bin Li. World Scientific Publishing , View all copies of this ISBN edition: Synopsis About this title 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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