【金融衍生品，固定收益模型，风险管理】 Innovations in Derivatives Markets (2016)

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Innovations in Derivatives Markets
Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation

Editors: Kathrin Glau, Zorana Grbac, Matthias Scherer, Rudi Zagst



Explores recent developments in derivative pricing, fixed-income and interest rate modeling

Casts new light on counterparty and liquidity risk in a global derivatives market with a special focus on valuation adjustments

Features authoritative contributions by leading experts from both academia and practice

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, and wrong way risk.
• Pricing and hedging in fixed-income markets and multi-curve interest-rate modeling.
• Recent developments concerning contingent convertible bonds, the measuring of basis spreads, and the modeling of implied correlations.

The recent financial crisis has cast tremendous doubts on the classical view on derivative pricing. Now, counterparty credit risk and liquidity issues are integral aspects of a prudent valuation procedure and the reference interest rates are represented by a multitude of curves according to their different periods and maturities.

A panel discussion included in the book (featuring Damiano Brigo, Christian Fries, John Hull, and Daniel Sommer) on the foundations of modeling and pricing in the presence of counterparty credit risk provides intriguing insights on the debate.

目录截图：



原版 PDF + EPUB:

本帖隐藏的内容

原版 PDF:
Innovations in Derivatives Markets_Fixed Income Modeling, Valuation Adjustments,.pdf (8.37 MB, 需要: 20 个论坛币)

2016-12-14 15:38:38 上传

需要: 20 个论坛币  [购买]

PDF 压缩包：
IDM (pdf).zip (6.29 MB, 需要: 20 个论坛币) 本附件包括：

• Innovations in Derivatives Markets_Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation.pdf

2016-12-14 15:37:31 上传

需要: 20 个论坛币  [购买]

EPUB:
Innovations in Derivatives Markets_Fixed Income Modeling, Valuation Adjustments,.epub (6.86 MB, 需要: 20 个论坛币)

2016-12-14 15:37:54 上传

需要: 20 个论坛币  [购买]

EPUB 压缩包：
IDM (epub).zip (5.92 MB, 需要: 20 个论坛币) 本附件包括：

• Innovations in Derivatives Markets_Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation.epub

2016-12-14 15:37:15 上传

需要: 20 个论坛币  [购买]

PDF + EPUB 压缩包：
IDM (pdf epub).zip (12.21 MB, 需要: 40 个论坛币) 本附件包括：

• Innovations in Derivatives Markets_Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation.pdf
• Innovations in Derivatives Markets_Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation.epub

2016-12-14 15:36:44 上传

需要: 40 个论坛币  [购买]

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享1 收藏7 回帖

关键词：derivatives Innovations Innovation Derivative Markets valuation interest 风险管理 experts leading

谢谢提供！！！

thanks

顶一下，感谢分享！

谢谢分享楼主威武楼主万岁

谢谢楼主

Thanks

看看