Copied Innovations in Derivatives Markets
Innovations in Derivatives Markets
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.
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
|
|
$54.99 | $54.99 |
|
$54.99 | See Site | In stock | Visit Store |
Reviews
Questions & Answers
Ada 95 Reference Manual: Language and Standard Libraries
$84.99
Software Product Lines: Going Beyond
$39.99
Practical Handbook for Small-Gauge Vitrectomy
$129.99
Advances in 3D Geoinformation Systems
$219.99
Pro Django
$44.99
The Schutzian Theory of the Cultural Sciences
$39.99
Vorsicht: Entwicklung!
$29.99
Diagnostic and Therapeutic Advances in Pediatric Oncology
$329.99
Emissionsfreie Gebude
$59.99
The Muscarinic Receptors
$109.99
Evolution of Fungi and Fungal-Like Organisms
$219.00
Parasites, Pussycats and Psychosis
$49.99
Flussorientierte Gestaltung von Produktionssystemen
$69.99
Configuring User-Designer Relations
$109.99
Intervention in the Modern UK Brewing Industry
$54.99
Imagining the Past, Constructing the Future
$49.99
Nutzenschtzung in Conjoint-Analysen
$79.99
Computational Methods for Biological Models
$199.99
Fiction, Memory, and Identity in the Cult of St. Maurus, 8301270
$139.99
Intelligent Computing Theories and Application
$84.99
Franchisees as Consumers
$109.99
Industry 4.0 Technologies for Environmental Sustainability
$129.99
Statistical Methods for Disease Clustering
$89.00
Fuzzy Systems Design
$39.99
Die optimale Organisationsform
$64.99
Network Coding and Subspace Designs
$84.99
Molecular Aspects of Insect-Plant Associations
$84.99
Anonymittseffekte bei der Groupware-Nutzung
$59.99
Werkstoffkunde fr Elektroingenieure
$84.99
Neue Soziale Pakte in Deutschland und den Niederlanden
$59.99
Negotiating Feminisms
$119.99
Endocrine and Metabolic Disease
$54.99
A Master of Science History
$199.99
Interstitial Cells of Cajal: Intestinal Pacemaker Cells?
$109.99
Lehrbuch der Organisch-Chemischen Methodik
$44.99
Dominanz und Sprache
$59.99
Proceedings of 2021 International Conference on Autonomous Unmanned Systems (ICAUS 2021)
$699.99
Carbon
$169.99
Monitoring the Quality of Health Care
$129.00
Pediatric Surgery
$159.99
