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Conference Innovations in Derivatives Market : 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...
Autores principales: | Glau, Kathrin, Grbac, Zorana, Scherer, Matthias, Zagst, Rudi |
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Lenguaje: | eng |
Publicado: |
Springer
2016
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Materias: | |
Acceso en línea: | https://dx.doi.org/10.1007/978-3-319-33446-2 http://cds.cern.ch/record/2241020 |
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