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Found 2 from your keywords: author="GRBAC, Zorana"
Innovations in Derivatives Markets Fixed Income Modeling, Valuation Adjustme…
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, a…
- Edition
- -
- ISBN/ISSN
- 978-3-319-33445-5
- Collation
- X, 449
- Series Title
- -
- Call Number
- 330 INN
Innovations in Derivatives Markets : Fixed income Modeling, Valuation Adjustm…
Quantitative Finance; Banking; Statistics for Business/Economics/Mathematical Finance/Insurance; Mathematical Modelling and Industrial Mathematics; Probability Theory and Stochastic Processes; Financial Engineering
- Edition
- -
- ISBN/ISSN
- 9783319724065
- Collation
- -
- Series Title
- -
- Call Number
- 650
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