Innovations in Derivatives Markets

Innovations in Derivatives Markets

Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation

Glau, Kathrin; Scherer, Matthias; Grbac, Zorana; Zagst, Rudi

Springer International Publishing AG

04/2018

449

Mole

Inglês

9783319815145

15 a 20 dias

6905

Descrição não disponível.
Foreword.- Preface.- Part I: Valuation Adjustments.- Part II: Fixed Income Modeling.- Part III: Financial Engineering.
91G20, 91G30, 91G40, 60H30, 60G15, 60G44;counterparty credit risk;valuation adjustments;multi-curve models;risk management;regulation;derivatives markets;fixed income modeling;interest rate modeling;derivatives pricing;liquidity;financial engineering;quantitative finance;banking