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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...

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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
Tags:	Tilføj Tag Ingen Tags, Vær først til at tagge denne postø!

Lignende værker

Advanced financial modelling
Udgivet: (2009)

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

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

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

High Frequency Financial Econometrics Recent Developments /
af: Bauwens, Luc
Udgivet: (2008)

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

Financial Derivatives Modeling
af: Ekstrand, Christian
Udgivet: (2011)

Modern Actuarial Risk Theory Using R /
af: Kaas, Rob
Udgivet: (2008)

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

Pricing and Risk Management of Synthetic CDOs
af: Schlsser, Anna
Udgivet: (2011)

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

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

Hidden Markov Models in Finance
af: Mamon, Rogemar S.
Udgivet: (2007)

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

Probabilistic reliability models
af: Ushakov, I. A. (Igorʹ Alekseevich)
Udgivet: (2012)

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

Misurare e gestire il rischio finanziario
af: Menoncin, Francesco
Udgivet: (2009)

Empirical Techniques in Finance
af: Bhar, Ramaprasad
Udgivet: (2005)

Microeconomics of banking
af: Freixas, Xavier
Udgivet: (2008)

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

Theory of Zipf's Law and Beyond
af: Saichev, Alex
Udgivet: (2010)

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

Market Risk and Financial Markets Modeling
af: Sornette, Didier
Udgivet: (2012)

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

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

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

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

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

Pricing of Derivatives on Mean-Reverting Assets
af: Lutz, Bjrn
Udgivet: (2010)

Probability, Uncertainty and Quantitative Risk

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

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

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

Data Assimilation The Ensemble Kalman Filter /
af: Evensen, Geir
Udgivet: (2007)

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

Statistics and probability and their applications /
af: Brockett, Patrick
Udgivet: (1984)

Introduction to probability and statistics /
af: Lindgren, B. W.
Udgivet: (1978)

Introduction to probability and statistics /
af: Mendenhall, William
Udgivet: (1979)

Introduction to probability and statistics : introduction to probability and statistics /
af: Mendenball, William
Udgivet: (1987)

Probability and statistics /
af: DeGroot, Morris H.
Udgivet: (1984)