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 ris...

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Bibliographic Details

Corporate Author:	SpringerLink (Online service)
Other Authors:	Glau, Kathrin (Editor), Grbac, Zorana (Editor), Scherer, Matthias (Editor), Zagst, Rudi (Editor)
Format:	eBook
Language:	English
Published:	Cham : Springer International Publishing : Imprint: Springer, 2016.
Series:	Springer proceedings in mathematics & statistics. 165.
Subjects:	Mathematics. Banking. Financial Engineering. Mathematical Modeling and Industrial Mathematics. Probability Theory and Stochastic Processes. Quantitative Finance. Statistics for Business/Economics/Mathematical Finance/Insurance. Banks and banking. Economics, Mathematical. Financial engineering. Mathematical models. Probabilities. Statistics. Electronic books.
Online Access:	Connect to the full text of this electronic book