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...

詳細記述

保存先:
書誌詳細
団体著者: SpringerLink (Online service)
その他の著者: Glau, Kathrin (編集者), Grbac, Zorana (編集者), Scherer, Matthias (編集者), Zagst, Rudi (編集者)
フォーマット: 電子媒体 eBook
言語:英語
出版事項: Cham : Springer International Publishing : Imprint: Springer, 2016.
シリーズ:Springer Proceedings in Mathematics & Statistics, 165
主題:
オンライン・アクセス:http://dx.doi.org/10.1007/978-3-319-33446-2
タグ: タグ追加
タグなし, このレコードへの初めてのタグを付けませんか!
目次:
  • Foreword
  • Preface
  • Part I: Valuation Adjustments
  • Part II: Fixed Income Modeling
  • Part III: Financial Engineering. .