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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Ente Autore: SpringerLink (Online service)
Altri autori: Glau, Kathrin (Redattore), Grbac, Zorana (Redattore), Scherer, Matthias (Redattore), Zagst, Rudi (Redattore)
Natura: Elettronico eBook
Lingua:inglese
Pubblicazione: Cham : Springer International Publishing : Imprint: Springer, 2016.
Serie:Springer Proceedings in Mathematics & Statistics, 165
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Accesso online:http://dx.doi.org/10.1007/978-3-319-33446-2
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Sommario:
  • Foreword
  • Preface
  • Part I: Valuation Adjustments
  • Part II: Fixed Income Modeling
  • Part III: Financial Engineering. .