Filter by

  • Publication Year
  • Availability
  • Attachment
  • Collection Type
  • General Material Designation
    See More
  • Location
  • Language
Found 4 from your keywords: author="SCHERER, Matthias"
cover
Innovations in Quantitative Risk Management: TU München, September 2013
Comment Share
SCHERER, MatthiasZagst, RudiGLAU,Kathrin

Quantitative models are omnipresent –but often controversially discussed– in todays risk management practice. New regulations, innovative financial products, and advances in valuation techniques provide a continuous flow of challenging problems for financial engineers and risk managers alike. Designing a sound stochastic model requires finding a careful balance between parsimonious mode…

Edition
-
ISBN/ISSN
978-3-319-09113-6
Collation
XI, 438
Series Title
-
Call Number
330 INN
cover
Innovations in Derivatives Markets Fixed Income Modeling, Valuation Adjustme…
Comment Share
SCHERER, MatthiasGRBAC, ZoranaZagst, RudiGLAU,Kathrin

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
cover
Innovations in Quantitative Risk Management
Comment Share
GLAU, KathrinSCHERER, MatthiasZagst, Rudi

Quantitative models are omnipresent –but often controversially discussed– in todays risk management practice. New regulations, innovative financial products, and advances in valuation techniques provide a continuous flow of challenging problems for financial engineers and risk managers alike. Designing a sound stochastic model requires finding a careful balance between parsimonious mode…

Edition
99.0
ISBN/ISSN
9783319091136
Collation
XI, 438
Series Title
-
Call Number
658 INN
cover
Innovations in Derivatives Markets : Fixed income Modeling, Valuation Adjustm…
Comment Share
GLAU, KathrinSCHERER, MatthiasGRBAC, Zorana

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