Innovations in derivatives markets : fixed income modeling, valuation adjustments, risk management, and regulation / Kathrin Glau, Zorana Grbac, Matthias Scherer, Rudi Zagst, editors. - Cham, Switzerland : Springer, 2016. - ixx, 449 p. ; 24 cm. - Springer proceedings in mathematics & statistics ; 165 . - Springer proceedings in mathematics & statistics .

Includes bibliographical references.


Banking
Derivative securities--Mathematical models
Financial engineering
Quantitative Finance
Mathematics

HG6024.A3 / I56 2016