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Innovations In Derivatives Markets: Fixed Income Modeling, Valuation Adjustments, Risk Management, And Regulation
12 Angebote vergleichen
Bester Preis: Fr. 48.21 (€ 49.26)¹ (vom 24.07.2019)Innovations in Derivatives Markets: Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation (Paperback) (2020)
ISBN: 9781013267802 bzw. 101326780X, vermutlich in Englisch, Saint Philip Street Press, United States, Taschenbuch, neu.
Von Händler/Antiquariat, Book Depository International [58762574], London, United Kingdom.
Language: English. Brand new Book. 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. This work was published by Saint Philip Street Press pursuant to a Creative Commons license permitting commercial use. All rights not granted by the work's license are retained by the author or authors.
Innovations in Derivatives Markets: Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation (Paperback) (2020)
ISBN: 9781013267802 bzw. 101326780X, vermutlich in Englisch, Saint Philip Street Press, United States, Taschenbuch, neu.
Von Händler/Antiquariat, Book Depository hard to find [63688905], London, United Kingdom.
Language: English. Brand new Book. 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. This work was published by Saint Philip Street Press pursuant to a Creative Commons license permitting commercial use. All rights not granted by the work's license are retained by the author or authors.
Innovations In Derivatives Markets: Fixed Income Modeling, Valuation Adjustments, Risk Management, And Regulation
ISBN: 9783319815145 bzw. 3319815148, vermutlich in Englisch, neu.
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.
/ Grbac / Scherer / Zagst | Innovations in Derivatives Markets | Springer | Softcover reprint of the original 1st ed. 2016 | 2018
ISBN: 9783319815145 bzw. 3319815148, in Deutsch, Springer, Taschenbuch, neu.
Innovations in Derivatives Markets: Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation (2017)
ISBN: 9781013267802 bzw. 101326780X, vermutlich in Englisch, Saint Philip Street Press, Taschenbuch, neu, Nachdruck.
PRINT ON DEMAND Book; New; Publication Year 2017; Fast Shipping from the UK.
Innovations in Derivatives Markets: Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation (Springer Proceedings in Mathematics & Statistics Book 165) (English Edition) (2016)
ISBN: 9783319334462 bzw. 3319334468, in Deutsch, 449 Seiten, Glau, Kathrin, Grbac, Zorana, Scherer, Matthias, Zagst, Rudi, Springer, neu, Erstausgabe, E-Book, elektronischer Download.
Von Händler/Antiquariat, Amazon Media EU S.à r.l.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Innovations in Derivatives Markets
ISBN: 101326780X bzw. 9781013267802, vermutlich in Englisch, Saint Philip Street Press, Taschenbuch, neu.
Innovations in Derivatives Markets (2016)
ISBN: 3319815148 bzw. 9783319815145, in Deutsch, Taschenbuch, neu, Nachdruck.
Innovations in Derivatives Markets - Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation
ISBN: 9783319334462 bzw. 3319334468, vermutlich in Deutsch, Springer International Publishing, neu, E-Book, elektronischer Download.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Innovations in Derivatives Markets: Fixed Income Modeling, Valuation Adjustments, Risk Management, Regulation (2020)
ISBN: 9781013267802 bzw. 101326780X, vermutlich in Englisch, Saint Philip Street Press, Taschenbuch, neu.
Von Händler/Antiquariat, Alibris, NV, Sparks, [RE:5].
Trade paperback.