標(biāo)題: Titlebook: Innovations in Derivatives Markets; Fixed Income Modelin Kathrin Glau,Zorana Grbac,Rudi Zagst Conference proceedings‘‘‘‘‘‘‘‘ 2016 The Edito [打印本頁(yè)] 作者: Addiction 時(shí)間: 2025-3-21 16:47
書目名稱Innovations in Derivatives Markets影響因子(影響力)
書目名稱Innovations in Derivatives Markets影響因子(影響力)學(xué)科排名
書目名稱Innovations in Derivatives Markets網(wǎng)絡(luò)公開(kāi)度
書目名稱Innovations in Derivatives Markets網(wǎng)絡(luò)公開(kāi)度學(xué)科排名
書目名稱Innovations in Derivatives Markets被引頻次
書目名稱Innovations in Derivatives Markets被引頻次學(xué)科排名
書目名稱Innovations in Derivatives Markets年度引用
書目名稱Innovations in Derivatives Markets年度引用學(xué)科排名
書目名稱Innovations in Derivatives Markets讀者反饋
書目名稱Innovations in Derivatives Markets讀者反饋學(xué)科排名
作者: 處理 時(shí)間: 2025-3-21 21:28 作者: META 時(shí)間: 2025-3-22 03:21 作者: Scleroderma 時(shí)間: 2025-3-22 07:14 作者: Hot-Flash 時(shí)間: 2025-3-22 12:36 作者: 準(zhǔn)則 時(shí)間: 2025-3-22 14:50
2194-1009 sk in a global derivatives market with a special focus on va.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, prese作者: 怪物 時(shí)間: 2025-3-22 19:26 作者: 嘲笑 時(shí)間: 2025-3-22 22:36 作者: innate 時(shí)間: 2025-3-23 01:51 作者: acrimony 時(shí)間: 2025-3-23 06:16
Capital Optimization Through an Innovative CVA Hedged to meet Basel II/III rules. In addition, IFRS accounting rules again differ from Basel, creating a mismatch when hedging CVA. Even worse, CVA hedging using CDS may introduce significant profit and loss volatility while satisfying the conditions for capital relief. An innovative approach to hedging CVA aims to solve these issues.作者: 污穢 時(shí)間: 2025-3-23 11:01 作者: nonsensical 時(shí)間: 2025-3-23 14:28
pation and other distinct forms of civic activism in Europe and explore a range of factors contributing to apathy and eventually disengagement from vital political processes and institutions. At the same time, this volume examines informal or unconventional types of civic engagement and political pa作者: 閑逛 時(shí)間: 2025-3-23 21:04
pation and other distinct forms of civic activism in Europe and explore a range of factors contributing to apathy and eventually disengagement from vital political processes and institutions. At the same time, this volume examines informal or unconventional types of civic engagement and political pa作者: Observe 時(shí)間: 2025-3-24 00:15 作者: 冷峻 時(shí)間: 2025-3-24 05:22 作者: probate 時(shí)間: 2025-3-24 08:02 作者: tolerance 時(shí)間: 2025-3-24 13:08 作者: scoliosis 時(shí)間: 2025-3-24 17:42 作者: Desert 時(shí)間: 2025-3-24 21:44
Christoph Berns great deal of suspicion and dissatisfaction. For it was at once clear—Hobbes drew attention to the fact—that he had not defended the divine right of kings and his concessions to parliamentary interests were, however conceptually serious, utterly lacking in any explicit provision for parliament’s po作者: 帳單 時(shí)間: 2025-3-25 00:45
Michael Hünseler,Dirk Schubertmbles an impressive collection of philosophers and political theorists to discuss one of the most important topics of the end of the twentieth century - the bearing of technology, in all its rarnifica- tions, on the practice of democratic politics in the developed world. When set beside the previous作者: gene-therapy 時(shí)間: 2025-3-25 04:52
Damiano Brigo,Christian P. Fries,John Hull,Matthias Scherer,Daniel Sommer,Ralf Wernertifacts at each end of the past century, the Eiffel Tower and the plutonium breeder reactor at Creys-Malville, can elucidate these aspects. While their large scales certainly evoke strong reactions, their respective meanings are vastly different. The Eiffel Tower reflected republican engineering, wi作者: DAMN 時(shí)間: 2025-3-25 07:43 作者: 鋪?zhàn)?nbsp; 時(shí)間: 2025-3-25 12:10
John Hull,Alan White than the democratic drive toward equality.. To a degree he could not have imagined, that democratic drive has been progressively embodied in technology. It thus appears that de Tocqueville’s predictions concerning equality have been realized, in that, to a significant degree, ours is a democracy of作者: Moderate 時(shí)間: 2025-3-25 16:16 作者: 特別容易碎 時(shí)間: 2025-3-25 20:32
Christian P. Friesumanitarian interventions? Are these internal problems of states in an absolute sense, so that the world republic may not interfere? Or are they only relatively internal, maybe even only supposedly internal matters, so that the world republic is responsible? The central concept of the modern theory 作者: Cocker 時(shí)間: 2025-3-26 03:21
Giacomo Bormetti,Damiano Brigo,Marco Francischello,Andrea Pallaviciniumanitarian interventions? Are these internal problems of states in an absolute sense, so that the world republic may not interfere? Or are they only relatively internal, maybe even only supposedly internal matters, so that the world republic is responsible? The central concept of the modern theory 作者: MOCK 時(shí)間: 2025-3-26 05:03 作者: 口訣法 時(shí)間: 2025-3-26 10:35
Ernst Eberlein,M’hamed Eddahbi,Sidi Mohamed Lalaoui Ben Cherifpansion of the number of democracies, as a result of the third wave of democratization. Of course, not all countries have completed and consolidated their transition to democracy, and there are still a considerable number of countries that have not even begun to make their transition to democracy. B作者: vibrant 時(shí)間: 2025-3-26 16:10
Vilimir Yordanov. The media and mediated communication are of central relevance for contemporary societies due to their decisive influence on, and consequences for, political institutions, political actors, and individual citizens. Political actors have learnt to accept that their behavior to a significant extent i作者: inflate 時(shí)間: 2025-3-26 18:05 作者: Lyme-disease 時(shí)間: 2025-3-26 23:14 作者: 悠然 時(shí)間: 2025-3-27 03:11
Nonlinearity Valuation Adjustmentdebit, liquidity, and funding valuation adjustments (CVA, DVA, LVA, and FVA) are simply introduced as modifications to the payout cash flows of the trade position. The framework is flexible enough to accommodate actual trading complexities such as asymmetric collateral and funding rates, replacement作者: MANIA 時(shí)間: 2025-3-27 06:56
Analysis of Nonlinear Valuation Equations Under Credit and Funding Effects. (Funding valuation adjustment: a consistent framework including CVA, DVA, collateral, netting rules and re-hypothecation, 2011, [.]). These equations take the form of semi-linear PDEs and Forward–Backward Stochastic Differential Equations (FBSDEs). After summarizing the cash flows definitions allo作者: 使習(xí)慣于 時(shí)間: 2025-3-27 11:41
Nonlinear Monte Carlo Schemes for Counterparty Risk on Credit Derivatives250034(24), 2012 [.], Q J Financ 2(3), 1250015(24), 2012, [.]) and the marked branching diffusion scheme of Henry-Labordère (Risk Mag 25(7), 67–73, 2012, [.]), are compared in terms of applicability and numerical behavior regarding counterparty risk computations on credit derivatives. This is done i作者: Gleason-score 時(shí)間: 2025-3-27 14:33
Tight Semi-model-free Bounds on (Bilateral) CVAtivated by the market turbulences and the financial crises over the past decade which have highlighted the importance of counterparty default risk for uncollateralized derivatives. After a succinct introduction to the topic, it is demonstrated that standard models can be combined to derive semi-mode作者: 難聽(tīng)的聲音 時(shí)間: 2025-3-27 20:41
CVA with Wrong-Way Risk in the Presence of Early Exercisetives with early termination features. The tree-based approach described in Baviera et al. (Int. J. Financ. Eng. 2015, [.]) allows to deal with American or Bermudan options in a straightforward way. Extensive numerical results highlight the nontrivial impact of early exercise on CVA.作者: 無(wú)辜 時(shí)間: 2025-3-28 01:30 作者: 親密 時(shí)間: 2025-3-28 03:01
Capital Optimization Through an Innovative CVA Hedge be cleared by central counterparties, a significant amount of OTC derivatives will be subject to increased regulatory capital charges. These charges cover both current and future unexpected losses; the capital costs for derivatives transactions can become substantial if not prohibitive. At the same作者: Entrancing 時(shí)間: 2025-3-28 10:11 作者: 自傳 時(shí)間: 2025-3-28 10:42
Multi-curve Modelling Using Treesves usually depend on LIBOR. This means that the valuation of interest rate derivatives depends on the evolution of two different term structures. The spread between OIS and LIBOR rates is often assumed to be constant or deterministic. This paper explores how this assumption can be relaxed. It shows作者: 纖細(xì) 時(shí)間: 2025-3-28 17:38 作者: BUDGE 時(shí)間: 2025-3-28 21:58
Multi-curve Construction of deterministic cash-flows and forward curves, a tool for the valuation of linear cash-flows of an index. A curve is mainly a tool to interpolate certain basic financial products (zero coupon bonds, FRAs) with respect to maturity date and fixing date, such that it can be used to value products, wh作者: BORE 時(shí)間: 2025-3-29 00:12
Impact of Multiple-Curve Dynamics in Credit Valuation Adjustments extended valuation framework in Pallavicini et al. (2011) can be helpful in defining the key market rates underlying the multiple interest rate curves that characterize current interest rate markets. We introduce the collateralized valuation measures and formulate a consistent realistic dynamics fo作者: 不妥協(xié) 時(shí)間: 2025-3-29 06:04 作者: 減震 時(shí)間: 2025-3-29 07:16 作者: DIS 時(shí)間: 2025-3-29 15:01 作者: instulate 時(shí)間: 2025-3-29 19:33
Basket Option Pricing and Implied Correlation in a One-Factor Lévy Modele distribution of the real basket with an appropriate approximation. For the approximate basket we determine the underlying characteristic function and hence we can derive the related basket option prices by using the Carr–Madan formula. We consider a three-moments-matching method. Numerical example作者: 陶器 時(shí)間: 2025-3-29 20:38 作者: echnic 時(shí)間: 2025-3-30 00:07 作者: 千篇一律 時(shí)間: 2025-3-30 06:51 作者: Demulcent 時(shí)間: 2025-3-30 08:37
978-3-319-81514-5The Editor(s) (if applicable) and The Author(s) 2016作者: legitimate 時(shí)間: 2025-3-30 13:13 作者: Rct393 時(shí)間: 2025-3-30 19:29
CVA with Wrong-Way Risk in the Presence of Early Exercisetives with early termination features. The tree-based approach described in Baviera et al. (Int. J. Financ. Eng. 2015, [.]) allows to deal with American or Bermudan options in a straightforward way. Extensive numerical results highlight the nontrivial impact of early exercise on CVA.作者: extinct 時(shí)間: 2025-3-30 21:10 作者: Radiation 時(shí)間: 2025-3-31 02:02 作者: nitroglycerin 時(shí)間: 2025-3-31 07:40
Stéphane Crépey,Tuyet Mai Nguyen participationist behaviour. Finally, Part III presents findings of empirical research on the issue of political participation. Combining theoretical and empirical perspectives, the book contributes towards a better understanding of the disquieting. .trend of. .voter. .apathy and dise978-3-642-44581-1978-3-642-30068-4
