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
Collection
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 April 24, 2025, http://202.4.186.74:8004/oer/items/show/3809.