Innovations in Derivatives Markets: Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation

Dublin Core

Title

Innovations in Derivatives Markets: Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation

Subject

Business and Management

Description

his 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. •

Creator

Kathrin Glau --- Zorana Grbac --- Matthias Scherer --- Rudi Zagst

Source

https://link.springer.com/content/pdf/10.1007%2F978-3-319-33446-2.pdf

Publisher

Springer

Date

2016

Contributor

Baihaqi

Rights

Creative Commons

Format

PDF

Language

English

Type

Textbooks

Files

Citation

Kathrin Glau --- Zorana Grbac --- Matthias Scherer --- Rudi Zagst, “Innovations in Derivatives Markets: Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation,” Open Educational Resource (OER) - USK Library, accessed July 13, 2024, http://uilis.usk.ac.id/oer/items/show/3809.

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