Quantitative analysis derivatives modeling and trading strategies in the presence of counterparty credit risk for the fixed income market 7 pages posted 2 oct 2009 see all articles by yi tang. Quantitative analysis derivatives modeling and trading strategies in the presence of counterparty credit risk for the fixed income market tang yi li bin books amazonca. 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 . Ing pricing trading arbitraging strategies and risk management that are recent developments and are of increasing importance the counterparty credit risk comes from the fact that as one enters into an otc over the counter derivatives transaction one implicitly or explicitly grants ones counterparty an option to default and at the same time one also receives an option to default . Quantitative analysis derivatives modeling and trading strategies in the presence of counterparty credit risk for fixed income market authors yi tang bin li publisher world scientific 2007 isbn 9812706658 9789812706652 length 523 pages subjects business economics investments securities general business economics banks banking business economics