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Innovations in Quantitative Risk Management: TU München, September 2013
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
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
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