Innovations in derivatives markets : fixed income modeling, valuation adjustments, risk management, and regulation /: fixed income modeling, valuation adjustments, risk management, and regulation. (2016)

• Record Type: Book
• Further Information: Note: Kathrin Glau, Zorana Grbac, Matthias Scherer, Rudi Zagst, editors.
• Editors: Glau, Kathrin; Grbac, Zorana; Scherer, Matthias, 1979-; Zagst, Rudi, 1961-
• Contents: Foreword -- Preface -- Part I: Valuation Adjustments -- Part II: Fixed Income Modeling -- Part III: Financial Engineering.
• Publisher Details: Cham, Switzerland : Springer
• Publication Date: 2016
• Extent: 1 online resource (x, 449 pages), illustrations (some color)
• Subjects: 332.63/2; Mathematics; Derivative securities -- Mathematical models; Derivative securities -- Mathematical models; Business & Economics -- Banks & Banking; Business & Economics -- Statistics; Mathematics -- Applied; Mathematics -- Probability & Statistics -- General; Banking; Probability & statistics; Mathematical modelling; Finance; Finance; Banks and banking; Statistics; Distribution (Probability theory); Financial engineering; Finance & accounting; Electronic books; Electronic books
• Languages: English
• ISBNs: 9783319334462; 3319334468
• Related ISBNs: 9783319334455; 331933445X
• Notes: Note: Online resource; title from PDF title page (SpringerLink, viewed January 4, 2017).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.