Glau, Kathrin (ed.); Grbac, Zorana (ed.); … - Conference Innovations in Derivatives Markets - Fixed … - 2016
This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The … valuation adjustment, and wrong way risk"; Pricing and hedging in fixed-income markets and multi-curve interest-rate modeling … correlations. The recent financial crisis has cast tremendous doubts on the classical view on derivative pricing. Now, counterparty …
