Innovations in derivatives markets : fixed income modeling, valuation adjustments, risk management, and regulation / Kathrin Glau, Zorana Grbac, Matthias Scherer, Rudi Zagst, editors.

This 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 cred...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Other Authors:	Glau, Kathrin (Editor), Grbac, Zorana (Editor), Scherer, Matthias, 1979- (Editor), Zagst, Rudi, 1961- (Editor)
Format:	eBook
Language:	English
Published:	Cham, Switzerland : Springer, 2016.
Series:	Springer proceedings in mathematics & statistics ; v. 165.
Subjects:	Derivative securities > Mathematical models.