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Titel:

Innovations in Derivatives Markets

Titelzusatz:
Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation
Dokumenttyp:
Buch
Autor(en):
Glau, K., Grbac, Z., Scherer, M., Zagst, R. (Eds.)
Nicht-TUM Koautoren:
ja
Kooperation:
international
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 markets a...     »
Verlag / Institution:
Springer International Publishing
Seiten/Umfang:
449
Jahr:
2016
Intellectual Contribution:
Discipline-based Research
Print-ISBN:
978-3-319-33445-5
Sprache:
en
WWW:
http://www.springer.com/de/book/9783319334455
TUM Einrichtung:
Lehrstuhl für Finanzmathematik
Format:
Text
Peer reviewed:
Ja
commissioned:
not commissioned
Interdisziplinarität:
Nein
Ethics und Sustainability:
Nein
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