Condition: Good. Volume 165. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9783319334455.
Seller: Universitätsbuchhandlung Herta Hold GmbH, Berlin, Germany
xi, 438p. Hardcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Stamped. Springer Proceedings in Mathematics & Statistics. Sprache: Englisch.
Condition: As New. Unread book in perfect condition.
Condition: As New. Unread book in perfect condition.
Condition: Good.
Language: English
Published by New Jersey and others, World Scientific,, 2019
First Edition
Large-8°, original hardcover. 1. ed. XX, 448 p. As new. Sprache: Englisch Gewicht in Gramm: 0.
Condition: New. pp. 459.
Language: English
Published by World Scientific Pub Co Inc, 2018
ISBN 10: 9813272554 ISBN 13: 9789813272552
Seller: Solr Books, Lincolnwood, IL, U.S.A.
Condition: very_good. This books is in Very good condition. There may be a few flaws like shelf wear and some light wear.
Seller: Ria Christie Collections, Uxbridge, United Kingdom
£ 50.80
Quantity: Over 20 available
Add to basketCondition: New. In.
Seller: Ria Christie Collections, Uxbridge, United Kingdom
£ 49.77
Quantity: Over 20 available
Add to basketCondition: New. In.
Condition: New.
Condition: New.
Condition: As New. Unread book in perfect condition.
Condition: As New. Unread book in perfect condition.
Hardcover. Condition: Brand New. 449 pages. 9.50x6.25x1.25 inches. In Stock.
Paperback. Condition: New. NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Language: English
Published by Springer International Publishing, Springer International Publishing, 2018
ISBN 10: 3319815148 ISBN 13: 9783319815145
Seller: AHA-BUCH GmbH, Einbeck, Germany
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.
Language: English
Published by Springer, Palgrave Macmillan, 2016
ISBN 10: 331933445X ISBN 13: 9783319334455
Seller: AHA-BUCH GmbH, Einbeck, Germany
Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.
Language: English
Published by Springer International Publishing, 2016
ISBN 10: 3319358618 ISBN 13: 9783319358611
Seller: AHA-BUCH GmbH, Einbeck, Germany
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 ow of challenging problems for financial engineers and risk managers alike. Designing a sound stochastic model requires finding a careful balance between parsimonious model assumptions, mathematical viability, and interpretability of the output. Moreover, data requirements and the end-user training are to be considered as well.The KPMG Center of Excellence in Risk Management conference Risk Management Reloaded and this proceedings volume contribute to bridging the gap between academia -providing methodological advances- and practice -having a firm understanding of the economic conditions in which a given model is used. Discussed fields of application range from asset management, credit risk, and energy to risk management issues in insurance. Methodologically, dependence modeling, multiple-curve interest rate-models, and model risk are addressed. Finally, regulatory developments and possible limits of mathematical modeling are discussed.
Language: English
Published by Springer, Palgrave Macmillan, 2015
ISBN 10: 3319091131 ISBN 13: 9783319091136
Seller: AHA-BUCH GmbH, Einbeck, Germany
Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 ow of challenging problems for financial engineers and risk managers alike. Designing a sound stochastic model requires finding a careful balance between parsimonious model assumptions, mathematical viability, and interpretability of the output. Moreover, data requirements and the end-user training are to be considered as well.The KPMG Center of Excellence in Risk Management conference Risk Management Reloaded and this proceedings volume contribute to bridging the gap between academia -providing methodological advances- and practice -having a firm understanding of the economic conditions in which a given model is used. Discussed fields of application range from asset management, credit risk, and energy to risk management issues in insurance. Methodologically, dependence modeling, multiple-curve interest rate-models, and model risk are addressed. Finally, regulatory developments and possible limits of mathematical modeling are discussed.
Taschenbuch. Condition: Neu. Innovations in Derivatives Markets | Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation | Kathrin Glau (u. a.) | Taschenbuch | Springer Proceedings in Mathematics & Statistics | x | Englisch | 2018 | Springer | EAN 9783319815145 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Taschenbuch. Condition: Neu. Innovations in Quantitative Risk Management | TU München, September 2013 | Kathrin Glau (u. a.) | Taschenbuch | Springer Proceedings in Mathematics & Statistics | xi | Englisch | 2016 | Springer | EAN 9783319358611 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Paperback. Condition: Brand New. reprint edition. 452 pages. 9.25x6.10x1.02 inches. In Stock.
Language: English
Published by World Scientific Pub Co Inc, 2018
ISBN 10: 9813272554 ISBN 13: 9789813272552
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: As New. Unread book in perfect condition.
Language: English
Published by World Scientific Pub Co Inc, 2018
ISBN 10: 9813272554 ISBN 13: 9789813272552
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: New.
Language: English
Published by World Scientific Publishing Co Pte Ltd, 2018
ISBN 10: 9813272554 ISBN 13: 9789813272552
Seller: PBShop.store US, Wood Dale, IL, U.S.A.
HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000.