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

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...

Disgrifiad llawn

Wedi'i Gadw mewn:
Manylion Llyfryddiaeth
Awdur Corfforaethol: SpringerLink (Online service)
Awduron Eraill: Glau, Kathrin (Golygydd), Grbac, Zorana (Golygydd), Scherer, Matthias (Golygydd), Zagst, Rudi (Golygydd)
Fformat: Electronig eLyfr
Iaith:Saesneg
Cyhoeddwyd: Cham : Springer International Publishing : Imprint: Springer, 2016.
Cyfres:Springer Proceedings in Mathematics & Statistics, 165
Pynciau:
Mynediad Ar-lein:http://dx.doi.org/10.1007/978-3-319-33446-2
Tagiau: Ychwanegu Tag
Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!
Tabl Cynhwysion:
  • Foreword
  • Preface
  • Part I: Valuation Adjustments
  • Part II: Fixed Income Modeling
  • Part III: Financial Engineering. .