Obálka

QR kód

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...

Uloženo v:

Podrobná bibliografie
Korporativní autor:	SpringerLink (Online service)
Další autoři:	Glau, Kathrin (Editor), Grbac, Zorana (Editor), Scherer, Matthias (Editor), Zagst, Rudi (Editor)
Médium:	Elektronický zdroj E-kniha
Jazyk:	angličtina
Vydáno:	Cham : Springer International Publishing : Imprint: Springer, 2016.
Edice:	Springer Proceedings in Mathematics & Statistics, 165
Témata:	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.
On-line přístup:	http://dx.doi.org/10.1007/978-3-319-33446-2
Tagy:	Přidat tag Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!

Podobné jednotky

Advanced financial modelling
Vydáno: (2009)

Real Options Valuation The Importance of Interest Rate Modelling in Theory and Practice /
Autor: Schulmerich, Marcus
Vydáno: (2005)

Real Options Valuation The Importance of Interest Rate Modelling in Theory and Practice /
Autor: Schulmerich, Marcus
Vydáno: (2010)

Computational Methods in Financial Engineering Essays in Honour of Manfred Gilli /
Autor: Kontoghiorghes, Erricos J.
Vydáno: (2008)

High Frequency Financial Econometrics Recent Developments /
Autor: Bauwens, Luc
Vydáno: (2008)

Stochastic Optimal Control and the U.S. Financial Debt Crisis
Autor: Stein, Jerome L.
Vydáno: (2012)

Modern Actuarial Risk Theory Using R /
Autor: Kaas, Rob
Vydáno: (2008)

Financial Derivatives Modeling
Autor: Ekstrand, Christian
Vydáno: (2011)

Innovations in Quantitative Risk Management TU München, September 2013 /
Vydáno: (2015)

Pricing and Risk Management of Synthetic CDOs
Autor: Schlsser, Anna
Vydáno: (2011)

Complex and Chaotic Nonlinear Dynamics Advances in Economics and Finance, Mathematics and Statistics /
Autor: Vialar, Thierry
Vydáno: (2009)

Probability and statistics for scientists and engineers /
Autor: Dukkipati, Rao V.
Vydáno: (2013)

Hidden Markov Models in Finance
Autor: Mamon, Rogemar S.
Vydáno: (2007)

Practical financial optimization a library of GAMS models /
Autor: Consiglio, Andrea
Vydáno: (2009)

Empirical Techniques in Finance
Autor: Bhar, Ramaprasad
Vydáno: (2005)

Probabilistic reliability models
Autor: Ushakov, I. A. (Igorʹ Alekseevich)
Vydáno: (2012)

Misurare e gestire il rischio finanziario
Autor: Menoncin, Francesco
Vydáno: (2009)

Risk finance and asset pricing value, measurements, and markets /
Autor: Tapiero, Charles S.
Vydáno: (2010)

Microeconomics of banking
Autor: Freixas, Xavier
Vydáno: (2008)

Introduction to probability and statistics : principles and applications for engineering and the computing sciences /
Autor: Milton, J. Susan (Janet Susan)
Vydáno: (2013)

Theory of Zipf's Law and Beyond
Autor: Saichev, Alex
Vydáno: (2010)

Market Risk and Financial Markets Modeling
Autor: Sornette, Didier
Vydáno: (2012)

Computational Probability Algorithms and Applications in the Mathematical Sciences /
Autor: Drew, John H.
Vydáno: (2008)

Real Options and Intellectual Property Capital Budgeting Under Imperfect Patent Protection /
Autor: Baecker, Philipp N.
Vydáno: (2007)

Credit models and the crisis a journey into CDOs, Copulas, correlations and dynamic models /
Autor: Brigo, Damiano, 1966-
Vydáno: (2010)

Bayesian risk management : a guide to model risk and sequential learning in financial markets /
Autor: Sekerke, Matt
Vydáno: (2015)

Pricing of Derivatives on Mean-Reverting Assets
Autor: Lutz, Bjrn
Vydáno: (2010)

Financial Risk Management with Bayesian Estimation of GARCH Models Theory and Applications /
Autor: Ardia, David
Vydáno: (2008)

Pricing Interest-Rate Derivatives A Fourier-Transform Based Approach /
Autor: Bouziane, Markus
Vydáno: (2008)

Modeling and pricing of swaps for financial and energy markets with stochastic volatilities
Autor: Svishchuk, A. V. (Anatoliĭ Vitalʹevich)
Vydáno: (2013)

Probability, Uncertainty and Quantitative Risk

Scenario Logic and Probabilistic Management of Risk in Business and Engineering
Autor: Solojentsev, Evgueni D.
Vydáno: (2009)

Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market /
Autor: Tang, Yi
Vydáno: (2007)

Market-Conform Valuation of Options
Autor: Herwig, Tobias
Vydáno: (2006)

Counterparty credit risk, collateral and funding with pricing cases for all asset classes /
Autor: Brigo, Damiano
Vydáno: (2013)

Data Assimilation The Ensemble Kalman Filter /
Autor: Evensen, Geir
Vydáno: (2007)

Probability and statistics /
Autor: DeGroot, Morris H.
Vydáno: (1984)

Theory and problems of probability : SI (metric)ed. /
Autor: Lipschutz, Seymour
Vydáno: (1981)

Introduction to probability and statistics for engineers and scientists /
Autor: Ross, Sheldon M.
Vydáno: (2009)

A brief introduction to probability and statistics /
Autor: Mendenhall, William
Vydáno: (2013)