QUANTITATIVE ANALYSIS, DERIVATIVES MODELING, AND TRADING STRATEGIES

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Product Details

• Hardcover: 520 pages
• Publisher: World Scientific Publishing (January 23, 2007)
• Language: English
• ISBN-10: 9810240791
• ISBN-13: 978-9810240790
• Product Dimensions: 8.9 x 6.3 x 1.4 inches
• Shipping Weight: 1.8 pounds (View shipping rates and policies)
• Average Customer Review: 5.0 out of 5 stars See all reviews(2 customer reviews)
• Amazon Bestsellers Rank: #572,204 in Books (See Top 100 in Books)Editorial ReviewsReviewFor those who desire timely reporting straight from the trenches, this book is a must. -- Peter Carr, PhD, Head of Quantitative Financial Research, Bloomberg LP
  
  This 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 Finance
  
  This 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
  
  ReviewIt is quite obvious that the authors have significant practical experience in sophisticated quantitative analysis and derivatives modeling. This real world focus has resulted in a text that not only provides clear presentations on modeling, pricing and hedging derivatives products, but also provides more advanced material that is usually found only in research publications. This book has innovative ideas, state of the art applications, and contains a wealth of valuable information that will interest academics, applied quantitative derivatives modelers, and traders.
  
  

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关键词：Quantitative derivatives QUANTITATIV Strategies Derivative Analysis Modeling derivatives AND Trading

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