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Innovations in derivatives markets : fixed income modeling, valuation adjustments, risk management, and regulation / Kathrin Glau ... [et al.] editors
| Innovations in derivatives markets : fixed income modeling, valuation adjustments, risk management, and regulation / Kathrin Glau ... [et al.] editors |
| Pubbl/distr/stampa | [Cham], : Springer Open, 2016 |
| 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 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114880 |
| [Cham], : Springer Open, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Innovations in derivatives markets : fixed income modeling, valuation adjustments, risk management, and regulation / Kathrin Glau ... [et al.] editors
| Innovations in derivatives markets : fixed income modeling, valuation adjustments, risk management, and regulation / Kathrin Glau ... [et al.] editors |
| Pubbl/distr/stampa | [Cham], : Springer Open, 2016 |
| 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 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00114880 |
| [Cham], : Springer Open, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Innovations in quantitative risk management : TU München, september 2013 / Kathrin Glau, Matthias Scherer, Rudi Zagst editors
| Innovations in quantitative risk management : TU München, september 2013 / Kathrin Glau, Matthias Scherer, Rudi Zagst editors |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | XI, 438 p. : ill. ; 24 cm |
| Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020] 91B82 - Statistical methods; economic indices and measures [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
| Soggetto non controllato |
Credit risk
Dependence modeling Interest-rate modeling Model risk Quantitative Finance Risk management |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113256 |
| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Innovations in quantitative risk management : TU München, september 2013 / Kathrin Glau, Matthias Scherer, Rudi Zagst editors
| Innovations in quantitative risk management : TU München, september 2013 / Kathrin Glau, Matthias Scherer, Rudi Zagst editors |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | XI, 438 p. : ill. ; 24 cm |
| Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020] 91B82 - Statistical methods; economic indices and measures [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
| Soggetto non controllato |
Credit risk
Dependence modeling Interest-rate modeling Model risk Quantitative Finance Risk management |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00113256 |
| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||