Innovations in Derivatives Markets

preview-18
  • Innovations in Derivatives Markets Book Detail

  • Author : Kathrin Glau
  • Release Date : 2016-12-02
  • Publisher : Springer
  • Genre : Mathematics
  • Pages : 446
  • ISBN 13 : 3319334468
  • File Size : 34,34 MB

Innovations in Derivatives Markets by Kathrin Glau PDF Summary

Book Description: 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 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. • Recent developments concerning contingent convertible bonds, the measuring of basis spreads, and the modeling of implied correlations. The recent financial crisis has cast tremendous doubts on the classical view on derivative pricing. Now, counterparty credit risk and liquidity issues are integral aspects of a prudent valuation procedure and the reference interest rates are represented by a multitude of curves according to their different periods and maturities. A panel discussion included in the book (featuring Damiano Brigo, Christian Fries, John Hull, and Daniel Sommer) on the foundations of modeling and pricing in the presence of counterparty credit risk provides intriguing insights on the debate.

Disclaimer: www.yourbookbest.com does not own Innovations in Derivatives Markets books pdf, neither created or scanned. We just provide the link that is already available on the internet, public domain and in Google Drive. If any way it violates the law or has any issues, then kindly mail us via contact us page to request the removal of the link.

Innovations in Derivatives Markets

Innovations in Derivatives Markets

File Size : 77,77 MB
Total View : 5287 Views
DOWNLOAD

This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, written by leading researchers

Innovations in Quantitative Risk Management

Innovations in Quantitative Risk Management

File Size : 33,33 MB
Total View : 6909 Views
DOWNLOAD

Quantitative models are omnipresent –but often controversially discussed– in todays risk management practice. New regulations, innovative financial products

Advanced Modelling in Mathematical Finance

Advanced Modelling in Mathematical Finance

File Size : 23,23 MB
Total View : 1855 Views
DOWNLOAD

This Festschrift resulted from a workshop on “Advanced Modelling in Mathematical Finance” held in honour of Ernst Eberlein’s 70th birthday, from 20 to 22

Debt Markets and Investments

Debt Markets and Investments

File Size : 44,44 MB
Total View : 6412 Views
DOWNLOAD

Debt Markets and Investments provides an overview of the dynamic world of markets, products, valuation, and analysis of fixed income and related securities. Exp