Innovations in derivatives markets : fixed income modeling, valuation adjustments, risk management, and regulation / Kathrin Glau ... [et al.] editors
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| Titolo: |
Innovations in derivatives markets : fixed income modeling, valuation adjustments, risk management, and regulation / Kathrin Glau ... [et al.] editors
|
| Pubblicazione: | [Cham], : Springer Open, 2016 |
| Titolo uniforme: | Innovations in derivatives markets |
| Descrizione fisica: | X, 449 p. : ill. ; 24 cm |
| Soggetto topico: | 00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020] |
| 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] | |
| 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] | |
| 91G40 - Credit risk [MSC 2020] | |
| Soggetto non controllato: | Banking |
| Counterparty credit risk | |
| Derivatives markets | |
| Derivatives pricing | |
| Financial Engineering | |
| Fixed income modeling | |
| Interest-rate modeling | |
| Liquidity | |
| Multi-curve models | |
| Quantitative Finance | |
| Regulation | |
| Risk management | |
| Valuation adjustments | |
| Persona (resp. second.): | Glau, Kathrin |
| Titolo autorizzato: | Innovations in derivatives markets |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | VAN0114880 |
| Lo trovi qui: | Univ. Vanvitelli |
| Localizzazioni e accesso elettronico | http://dx.doi.org/10.1007/978-3-319-33446-2 |
| Opac: | Controlla la disponibilità qui |
Serie:
Springer proceedings in mathematics & statistics Berlin [etc.] . -Springer ; 165