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  • Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation
    Kathrin Glau; Zorana Grbac; Matthias Scherer; Rudi Zagst
    978-3-319-33446-2
    2016
    Edition 1
    • Explores recent developments in derivative pricing, fixed-income and interest rate modeling
    • Casts new light on counterparty and liquidity risk in a global derivatives market with a special focus on valuation adjustments
    • Features authoritative contributions by leading experts from both academia and practice
    • Includes supplementary material: sn.pub/extras

    Open Access

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