Innovations in derivatives markets. Fixed income modeling, valuation adjustments, risk management, and regulation. Proceedings of the conference, Munich, Germany, March 30 -- April 1, 2015

DOI10.1007/978-3-319-33446-2zbMath1366.91005OpenAlexW2557903990MaRDI QIDQ277292

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Publication date: 4 May 2016

Published in: Springer Proceedings in Mathematics \& Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-33446-2

Mathematics Subject Classification ID

Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40)

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