Tang yi and li bin preface to quantitative analysis derivatives modeling and trading strategies in the presence of counterparty credit risk for the fixed income market january 23 2007 quantitative analysis derivatives modeling and trading strategies in the presence of counterparty credit risk for the fixed income market . 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. Ented trading strategies in addition to the classical strategies for coun terparty credit risk management in essence pricing the counterparty credit risk is the same as pricing defaultable derivatives or the default premium in otc derivatives in struments which is a relatively new area of derivatives modeling and trading in some cases . Quantitative analysis derivatives modeling and trading strategies in the presence of counterparty credit risk for the fixed income market 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. 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