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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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Bibliográfalaš dieđut
Searvvušdahkki:	SpringerLink (Online service)
Eará dahkkit:	Glau, Kathrin (Doaimmaheaddji), Grbac, Zorana (Doaimmaheaddji), Scherer, Matthias (Doaimmaheaddji), Zagst, Rudi (Doaimmaheaddji)
Materiálatiipa:	Elektrovnnalaš E-girji
Giella:	eaŋgalasgiella
Almmustuhtton:	Cham : Springer International Publishing : Imprint: Springer, 2016.
Ráidu:	Springer Proceedings in Mathematics & Statistics, 165
Fáttát:	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.
Liŋkkat:	http://dx.doi.org/10.1007/978-3-319-33446-2
Fáddágilkorat:	Lasit fáddágilkoriid Eai fáddágilkorat, Lasit vuosttaš fáddágilkora!

Geahča maid

Advanced financial modelling
Almmustuhtton: (2009)

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

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

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

High Frequency Financial Econometrics Recent Developments /
Dahkki: Bauwens, Luc
Almmustuhtton: (2008)

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

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

Financial Derivatives Modeling
Dahkki: Ekstrand, Christian
Almmustuhtton: (2011)

Modern Actuarial Risk Theory Using R /
Dahkki: Kaas, Rob
Almmustuhtton: (2008)

Pricing and Risk Management of Synthetic CDOs
Dahkki: Schlsser, Anna
Almmustuhtton: (2011)

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

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

Hidden Markov Models in Finance
Dahkki: Mamon, Rogemar S.
Almmustuhtton: (2007)

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

Probabilistic reliability models
Dahkki: Ushakov, I. A. (Igorʹ Alekseevich)
Almmustuhtton: (2012)

Empirical Techniques in Finance
Dahkki: Bhar, Ramaprasad
Almmustuhtton: (2005)

Misurare e gestire il rischio finanziario
Dahkki: Menoncin, Francesco
Almmustuhtton: (2009)

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

Microeconomics of banking
Dahkki: Freixas, Xavier
Almmustuhtton: (2008)

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

Theory of Zipf's Law and Beyond
Dahkki: Saichev, Alex
Almmustuhtton: (2010)

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

Market Risk and Financial Markets Modeling
Dahkki: Sornette, Didier
Almmustuhtton: (2012)

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

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

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

Pricing of Derivatives on Mean-Reverting Assets
Dahkki: Lutz, Bjrn
Almmustuhtton: (2010)

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

Probability, Uncertainty and Quantitative Risk

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

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

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

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

Data Assimilation The Ensemble Kalman Filter /
Dahkki: Evensen, Geir
Almmustuhtton: (2007)

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

Elements of probability and statistics.
Dahkki: Wolf, Frank L. (Frank Louis)
Almmustuhtton: (1962)

A brief introduction to probability and statistics /
Dahkki: Mendenhall, William
Almmustuhtton: (2013)

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

Probability and statistical inference /
Dahkki: Hogg, Robert V.
Almmustuhtton: (1977)

Introduction to probability and statistics /
Dahkki: Lindgren, B. W.
Almmustuhtton: (1978)