Innovations in Derivatives Markets Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation /

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Glau, Kathrin (Επιμελητής έκδοσης), Grbac, Zorana (Επιμελητής έκδοσης), Scherer, Matthias (Επιμελητής έκδοσης), Zagst, Rudi (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2016.
• Σειρά: Springer Proceedings in Mathematics & Statistics, 165
• Θέματα: 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.

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...

Πίνακας περιεχομένων:

• Foreword
• Preface
• Part I: Valuation Adjustments
• Part II: Fixed Income Modeling
• Part III: Financial Engineering. .