Cargando…

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...

Descripción completa

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

Ejemplares similares