English
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Innovations In Derivatives Markets: Fixed Income Modeling, Valuation Adjustments, Risk Management, And Regulation Hardcover English - 16 Feb 2017
قبل:
1422.00 جنيه
الآن:
1237.00 جنيه يشمل ضريبة القيمة المضافة
وفّرت:
185.00 جنيهخصم 13٪
باقي 1 وحدات في المخزون
احصل عليه خلال 23 ديسمبر
إدفع 6 اقساط شهرية بقيمة ٢٤٠٫٠٠ جنيه.
1
توصيل مجاني لنقطة نون ومراكز الاستلام
معرفة المزيد
تقدر ترجّع المنتج بسهولة في العرض ده
(Original Copy - نسخه أصلية)
المواصفات
| الناشر | Springer International Publishing AG |
| رقم الكتاب المعياري الدولي 13 | 9783319334455 |
| اللغة | الإنجليزية |
| العنوان الفرعي للكتاب | Fixed Income Modeling, Valuation Adjustments, Risk Management, And Regulation |
| وصف الكتاب | 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. |
| تاريخ النشر | 16 Feb 2017 |
| عدد الصفحات | 449 |
Innovations In Derivatives Markets: Fixed Income Modeling, Valuation Adjustments, Risk Management, And Regulation Hardcover English - 16 Feb 2017
في عربة التسوق 
مجموع العربة 1237.00 جنيه
