Quantitative Analysis, Derivatives Modeling, and Trading Strategies
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17

(FIVE YEARS 0)

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0

(FIVE YEARS 0)

Published By WORLD SCIENTIFIC

9789810240790, 9789812706652

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Martingale Arbitrage Pricing in Real Market

Quantitative Analysis, Derivatives Modeling, and Trading Strategies ◽

10.1142/9789812706652_0002 ◽

2007 ◽

pp. 37-122

Keyword(s):

Arbitrage Pricing ◽

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Introduction to Counterparty Credit Risk

Quantitative Analysis, Derivatives Modeling, and Trading Strategies ◽

10.1142/9789812706652_0001 ◽

2007 ◽

pp. 3-36

Keyword(s):

Credit Risk ◽

Counterparty Credit Risk

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Inflation Linked Instruments Modeling

Quantitative Analysis, Derivatives Modeling, and Trading Strategies ◽

10.1142/9789812706652_0014 ◽

2007 ◽

pp. 450-460

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The Holy Grail — Two-Factor Interest Rate Arbitrage

Quantitative Analysis, Derivatives Modeling, and Trading Strategies ◽

10.1142/9789812706652_0012 ◽

2007 ◽

pp. 434-439

Keyword(s):

Interest Rate ◽

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Credit Risk Modeling and Pricing

Quantitative Analysis, Derivatives Modeling, and Trading Strategies ◽

10.1142/9789812706652_0008 ◽

2007 ◽

pp. 327-385

Keyword(s):

Credit Risk ◽

Risk Modeling ◽

Credit Risk Modeling

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Yield Curve Modeling

Quantitative Analysis, Derivatives Modeling, and Trading Strategies ◽

10.1142/9789812706652_0010 ◽

2007 ◽

pp. 397-410

Keyword(s):

Yield Curve ◽

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Simple Interest Rate Products

Quantitative Analysis, Derivatives Modeling, and Trading Strategies ◽

10.1142/9789812706652_0009 ◽

2007 ◽

pp. 389-396

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The Heath-Jarrow-Morton Framework

Quantitative Analysis, Derivatives Modeling, and Trading Strategies ◽

10.1142/9789812706652_0006 ◽

2007 ◽

pp. 218-248

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Martingale Resampling and Interpolation

Quantitative Analysis, Derivatives Modeling, and Trading Strategies ◽

10.1142/9789812706652_0004 ◽

2007 ◽

pp. 153-211

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The Black-Scholes Framework and Extensions

Quantitative Analysis, Derivatives Modeling, and Trading Strategies ◽

10.1142/9789812706652_0003 ◽

2007 ◽

pp. 123-152

Keyword(s):

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