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 |
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 | ||
|