Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

Innovations in Derivatives Markets

Innovations in Derivatives Markets

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783319334455
Condition
New
Product 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.

Available Colors
Available Sizes
1 Offer Price Range: $54.99 - $54.99
BEST PRICE

Single Product Purchase

$54.99
@ Link.springer.com     BUY Now

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$54.99 $54.99

$54.99
See Site In stock Visit Store

Similar Products

Millets and Millet Technology

$149.00

Die Aufgabe des Strafrechts

$54.99

Parallel Image Processing

$54.99

Horned Beetles

$54.99

Photophysical and Photochemical Tools in Polymer Science

$39.99

Bacterial Therapy of Cancer

$109.99

Environmental Management in China

$109.99

Das Menschenbild neuer Organisationsformen

$44.99

Lingua Franca and Franais Tirailleur

$49.99

Biomedical Text Mining

$219.99

Collected Papers of K.-T. Chen

$249.99

Patina Modern: A Guide to Designing Warm, Timeless Interiors by Chris Mitchell

$40.00

Biomedical Engineering and Neuroscience

$199.99

A Quasi-dimensional Charge Motion and Turbulence Model for Combustion and Emissions Prediction in Di

$109.99

National Minorities in Serbian Academia

$129.99

Hot Isostatic Pressing Theory and Applications

$74.99

The Regional Distribution of Foreign Manufacturing Investment in the UK

$84.99

Determinism and Self-Organization of Human Perception and Performance

$199.99

Hinterlegte Botschaften

$39.99

Lsungen zur Aufgabensammlung Technische Mechanik

$19.99

Die Geheimnisse unseres Gehirns

$29.99

Field Emission Electronics

$199.99

Vapour and Trace Detection of Explosives for Anti-Terrorism Purposes

$219.99

Immunology of Liver Disease

$169.99

ATM Networks

$219.99

Ore Textures

$219.99

Current Topics in Microbiology and Immunology / Ergebnisse der Mikrobiologie und Immunittsforschung

$39.99

Online-Vergesellschaftung?

$59.99

DCE - The OSF Distributed Computing Environment, Client/Server Model and Beyond

$54.99

High-Accuracy CMOS Smart Temperature Sensors

$169.99

Cosmetic and Pharmaceutical Applications of Polymers

$219.99

Frontiers in Biophotonics for Translational Medicine

$129.00

Logik im Recht

$44.99

Very Scale Integration (VLSI)

$84.99

Beginning Machine Learning in the Browser

$44.99

Architektur und Organisation digitaler Rechenanlagen

$69.95

Numerical Methods for Reliability and Safety Assessment

$54.99

Gesammelte Abhandlungen mathematischen und philosophischen Inhalts

$69.99

Creating Value in Financial Services

$249.00

Pretreatment of Lignocellulosic Biomass for Biofuel Production

$39.99