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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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor Corporativo: SpringerLink (Online service)
Otros Autores: Glau, Kathrin (Editor ), Grbac, Zorana (Editor ), Scherer, Matthias (Editor ), Zagst, Rudi (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cham : Springer International Publishing : Imprint: Springer, 2016.
Edición:1st ed. 2016.
Colección:Springer Proceedings in Mathematics & Statistics, 165
Temas:
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.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Foreword
  • Preface
  • Part I: Valuation Adjustments
  • Part II: Fixed Income Modeling
  • Part III: Financial Engineering. .

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