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Dokumenttyp:
Buch 
Autor(en):
Glau, K., Grbac, Z., Scherer, M., Zagst, R. (Eds.) 
Titel:
Innovations in Derivatives Markets 
Titelzusatz:
Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation 
Abstract:
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 risk: credit valuation adjustment, debit valuation adjustment, funding valuation adjustment, and wrong way risk. • Pricing and hedging in fixed-income market...    »
 
Verlag / Institution:
Springer International Publishing 
Jahr:
2016 
Seiten/Umfang:
449 
Print-ISBN:
978-3-319-33445-5 
Sprache:
en 
TUM Einrichtung:
Lehrstuhl für Finanzmathematik 
Format:
Text