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Innovations in Derivatives Markets Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation /

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This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, written by leading researchers in the field as well as experienced authors from the financial industry, present the state of the art in: • Modeling counterparty credit ri...

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Bibliografiske detaljer
Institution som forfatter: SpringerLink (Online service)
Andre forfattere: Glau, Kathrin (Editor), Grbac, Zorana (Editor), Scherer, Matthias (Editor), Zagst, Rudi (Editor)
Format: Electronisk eBog
Sprog:engelsk
Udgivet: Cham : Springer International Publishing : Imprint: Springer, 2016.
Serier:Springer Proceedings in Mathematics & Statistics, 165
Fag:
Mathematics.
Banks and banking.
Financial engineering.
Economics, Mathematical.
Mathematical models.
Probabilities.
Statistics.
Quantitative Finance.
Banking.
Statistics for Business/Economics/Mathematical Finance/Insurance.
Mathematical Modeling and Industrial Mathematics.
Probability Theory and Stochastic Processes.
Financial Engineering.
Online adgang:http://dx.doi.org/10.1007/978-3-319-33446-2
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Indholdsfortegnelse:
  • Foreword
  • Preface
  • Part I: Valuation Adjustments
  • Part II: Fixed Income Modeling
  • Part III: Financial Engineering. .

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