Filter by
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
- 978-3-319-09114-3
- Collation
- XI, 438
- Series Title
- Springer Proceedings in Mathematics & Statistics (PROMS, volume 99)
- Call Number
- -
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
Innovations in Quantitative Risk Management
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
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
Computer Science, Information & General Works 
Philosophy & Psychology 
Religion 
Social Sciences 
Language 
Pure Science 
Applied Sciences 
Art & Recreation 
Literature 
History & Geography