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 ...
Read More
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.
Read Less
Add this copy of Springer Proceedings in Mathematics & Statistics: to cart. $26.16, good condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2016 by Springer.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Volume 165. This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 900grams, ISBN: 9783319334455.
Add this copy of Innovations in Derivatives Markets: Fixed Income to cart. $51.65, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2018 by Springer.
Add this copy of Innovations in Derivatives Markets: Fixed Income to cart. $56.35, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2016 by Springer International Publishing AG.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Contains: Illustrations, black & white, Illustrations, color. Springer Proceedings in Mathematics & Statistics . X, 449 p. 68 illus., 43 illus. in color. Intended for professional and scholarly audience.
Add this copy of Innovations in Derivatives Markets: Fixed Income to cart. $69.85, new condition, Sold by Ria Christie Books rated 4.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2016 by Springer International Publishing AG.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Contains: Illustrations, black & white, Illustrations, color. Springer Proceedings in Mathematics & Statistics . X, 449 p. 68 illus., 43 illus. in color. Intended for professional and scholarly audience.
Add this copy of Innovations in Derivatives Markets: Fixed Income to cart. $71.22, new condition, Sold by Ria Christie Books rated 4.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2018 by Springer.
Add this copy of Innovations in Derivatives Markets: Fixed Income to cart. $80.89, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2018 by Springer.
Add this copy of Innovations in Derivatives Markets: Fixed Income to cart. $85.77, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2016 by Springer.
Add this copy of Innovations in Derivatives Markets: Fixed Income to cart. $112.65, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2018 by Springer.
