LIBROS DEL AUTOR: glau kathrin

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  • Innovations in Derivatives Markets
    Kathrin Glau / Matthias Scherer / Zorana Grbac
    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 ad...
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    83,18 €