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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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Xehetasun bibliografikoak
Erakunde egilea:	SpringerLink (Online service)
Beste egile batzuk:	Glau, Kathrin (Argitaratzailea), Grbac, Zorana (Argitaratzailea), Scherer, Matthias (Argitaratzailea), Zagst, Rudi (Argitaratzailea)
Formatua:	Baliabide elektronikoa eBook
Hizkuntza:	ingelesa
Argitaratua:	Cham : Springer International Publishing : Imprint: Springer, 2016.
Saila:	Springer Proceedings in Mathematics & Statistics, 165
Gaiak:	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.
Sarrera elektronikoa:	http://dx.doi.org/10.1007/978-3-319-33446-2
Etiketak:	Etiketa erantsi Etiketarik gabe, Izan zaitez lehena erregistro honi etiketa jartzen!

Antzeko izenburuak

Advanced financial modelling
Argitaratua: (2009)

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

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

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

High Frequency Financial Econometrics Recent Developments /
nork: Bauwens, Luc
Argitaratua: (2008)

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

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

Financial Derivatives Modeling
nork: Ekstrand, Christian
Argitaratua: (2011)

Modern Actuarial Risk Theory Using R /
nork: Kaas, Rob
Argitaratua: (2008)

Pricing and Risk Management of Synthetic CDOs
nork: Schlsser, Anna
Argitaratua: (2011)

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

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

Hidden Markov Models in Finance
nork: Mamon, Rogemar S.
Argitaratua: (2007)

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

Probabilistic reliability models
nork: Ushakov, I. A. (Igorʹ Alekseevich)
Argitaratua: (2012)

Empirical Techniques in Finance
nork: Bhar, Ramaprasad
Argitaratua: (2005)

Misurare e gestire il rischio finanziario
nork: Menoncin, Francesco
Argitaratua: (2009)

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

Microeconomics of banking
nork: Freixas, Xavier
Argitaratua: (2008)

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

Theory of Zipf's Law and Beyond
nork: Saichev, Alex
Argitaratua: (2010)

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

Market Risk and Financial Markets Modeling
nork: Sornette, Didier
Argitaratua: (2012)

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

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

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

Pricing of Derivatives on Mean-Reverting Assets
nork: Lutz, Bjrn
Argitaratua: (2010)

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

Probability, Uncertainty and Quantitative Risk

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

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

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

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

Data Assimilation The Ensemble Kalman Filter /
nork: Evensen, Geir
Argitaratua: (2007)

Elements of probability and statistics /
nork: Wolf, Frank L. (Frank Louis)
Argitaratua: (1974)

Elements of probability and statistics.
nork: Wolf, Frank L. (Frank Louis)
Argitaratua: (1962)

A brief introduction to probability and statistics /
nork: Mendenhall, William
Argitaratua: (2013)

Introduction to probability and statistics /
nork: Lindgren, B. W. (Bernard William), 1924-
Argitaratua: (1966)

Probability and statistical inference /
nork: Hogg, Robert V.
Argitaratua: (1977)

Introduction to probability and statistics /
nork: Lindgren, B. W.
Argitaratua: (1978)