Innovations in Derivatives Markets

Overview & Synopsis

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.

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Document Information

Document Title Innovations in Derivatives Markets
Author / Organization Kathrin Glau, Zorana Grbac, Matthias Scherer, Rudi Zagst
Subject & Discipline Financial Mathematics and Engineering, Financial Technologies, Professional Certificates Preparation and Study Guides, Statistics, R Language and SAS Programming, Probability and Stochastic Processes, Applied Mathematics
Categories Financial Mathematics and Engineering, Financial Technologies
Publication Year 2018
ISBN 978-3319815145
License / Rights Creative Commons License (CC)
Resource Verification Access Restricted / Protected Host
Original Host Website FreeComputerBooks.com (freecomputerbooks.com)
File Format application/pdf (Portable Document Format)
Language ENGLISH
Catalog ID DOC-114162
Original Source Link Visit Source Page on freecomputerbooks.com »
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