Ebooks Innovations in Derivatives Markets: Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation (Springer Proceedings in Mathematics & Statistics Book 165)
Description Innovations in Derivatives Markets: Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation (Springer Proceedings in Mathematics & Statistics Book 165)
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 and multi-curve interest-rate modeling.• Recent developments concerning contingent convertible bonds, the measuring of basis spreads, and the modeling of implied correlations.The recent financial crisis has cast tremendous doubts on the classical view on derivative pricing. Now, counterparty credit risk and liquidity issues are integral aspects of a prudent valuation procedure and the reference interest rates are represented by a multitude of curves according to their different periods and maturities. A panel discussion included in the book (featuring Damiano Brigo, Christian Fries, John Hull, and Daniel Sommer) on the foundations of modeling and pricing in the presence of counterparty credit risk provides intriguing insights on the debate.
Innovations in Derivatives Markets: Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation (Springer Proceedings in Mathematics & Statistics Book 165) ebooks
Innovations in Derivatives Markets: Fixed Income Modeling ~ Innovations in Derivatives Markets: Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation. Download PDF Viewer. Book License. Contributor(s) . Springer Proceedings in Mathematics & Statistics, 165. Classification. Food manufacturing & related industries.
Innovations in Derivatives Markets - Fixed Income Modeling ~ ⢠Modeling counterparty credit risk: credit valuation adjustment, debit valuation adjustment, funding valuation adjustment, and wrong way risk. ⢠Pricing and hedging in fixed-income markets and multi-curve interest-rate modeling.
Innovations in Derivatives Markets / SpringerLink ~ ⢠Modeling counterparty credit risk: credit valuation adjustment, debit valuation adjustment, funding valuation adjustment, and wrong way risk. ⢠Pricing and hedging in fixed-income markets and multi-curve interest-rate modeling.
Innovations In Derivatives Markets Fixed Income Modeling ~ Title: Innovations_In_Derivatives_Markets_Fixed_Income_Modeling_Valuation_Adjustments_Risk_Management_And_Regulation_Springer_Proceedings_In_Mathematics_Statistics/
Innovations in Derivatives Markets: Fixed Income Modeling ~ Innovations in Derivatives Markets: Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation (Springer Proceedings in Mathematics & Statistics Book 165) - Kindle edition by Glau, Kathrin, Grbac, Zorana, Scherer, Matthias, Zagst, Rudi. Download it once and read it on your Kindle device, PC, phones or tablets. Use features like bookmarks, note taking and highlighting while .
: Innovations in Derivatives Markets: Fixed ~ Innovations in Derivatives Markets: Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation (Springer Proceedings in Mathematics & Statistics (165)) 1st ed. 2016 Edition by Kathrin Glau (Editor), Zorana Grbac (Editor), Matthias Scherer (Editor), Rudi Zagst (Editor) & 1 more
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The Contingent Convertibles Pricing Models - Springer ~ The Impact of a New CoCo Issuance on the Price Performance of Outstanding CoCos. In K. Glau, Z. Grbac, M. Scher, & I. R. Zagst (Eds.), Innovations in Derivatives Markets: Fixed Income Modelling Valuation Adjustments, Risk Management and Regulation (pp. 405â419). Springer International Publishing. Google Scholar
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