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Аксессуар Pero DC-02 USB - Lightning 2.4A 1m PRDC-028P1MBL Blue

Аксессуар Pero USB - Lightning 1.2A 1m PRDC-8P1MW White

Аксессуар Pero DC-02 USB - Lightning 2.4A 1m PRDC-028P1MB Black

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Аксессуар Pero DC-02 USB - Lightning 2.4A 1m PRDC-028P1MGR Grey

Аксессуар Pero DC-02 USB - microUSB 2А 1m PRDC-02MU1MBL Blue

Аксессуар Pero DC-02 USB - Type-C 2.4А 1m PRDC-02TC1MBL Blue

Аксессуар Pero DC-02 USB - microUSB 2А 1m PRDC-02MU1MGR Grey

Аксессуар Pero DC-02 USB - Type-C 2.4А 1m PRDC-02TC1MR Red


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. 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. It also discusses various trading structuring strategies and touches upon some popular credit/IR/FX hybrid products, such as PRDC, TARN, Snowballs, Snowbears, CCDS, and credit extinguishers.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...

8464 RUR




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