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

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

Show other versions (2)

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...

Full description

Saved in:
Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Glau, Kathrin (Editor), Grbac, Zorana (Editor), Scherer, Matthias (Editor), Zagst, Rudi (Editor)
Format: Electronic eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2016.
Edition:1st ed. 2016.
Series:Springer Proceedings in Mathematics & Statistics, 165
Subjects:
Social sciences > Mathematics.
Financial services industry.
Statistics .
Mathematical models.
Probabilities.
Financial engineering.
Mathematics in Business, Economics and Finance.
Financial Services.
Statistics in Business, Management, Economics, Finance, Insurance.
Mathematical Modeling and Industrial Mathematics.
Probability Theory.
Financial Engineering.
Online Access:Link to Metadata
Tags: Add Tag
No Tags, Be the first to tag this record!
Table of Contents:
  • Foreword
  • Preface
  • Part I: Valuation Adjustments
  • Part II: Fixed Income Modeling
  • Part III: Financial Engineering. .

Similar Items