↓ Skip to main content

Innovations in Derivatives Markets

Overview of attention for book
Cover of 'Innovations in Derivatives Markets'

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 Nonlinearity Valuation Adjustment
  3. Altmetric Badge
    Chapter 2 Analysis of Nonlinear Valuation Equations Under Credit and Funding Effects
  4. Altmetric Badge
    Chapter 3 Nonlinear Monte Carlo Schemes for Counterparty Risk on Credit Derivatives
  5. Altmetric Badge
    Chapter 4 Tight Semi-model-free Bounds on (Bilateral) CVA
  6. Altmetric Badge
    Chapter 5 CVA with Wrong-Way Risk in the Presence of Early Exercise
  7. Altmetric Badge
    Chapter 6 Simultaneous Hedging of Regulatory and Accounting CVA
  8. Altmetric Badge
    Chapter 7 Capital Optimization Through an Innovative CVA Hedge
  9. Altmetric Badge
    Chapter 8 FVA and Electricity Bill Valuation Adjustment—Much of a Difference?
  10. Altmetric Badge
    Chapter 9 Multi-curve Modelling Using Trees
  11. Altmetric Badge
    Chapter 10 Derivative Pricing for a Multi-curve Extension of the Gaussian, Exponentially Quadratic Short Rate Model
  12. Altmetric Badge
    Chapter 11 Multi-curve Construction
  13. Altmetric Badge
    Chapter 12 Impact of Multiple-Curve Dynamics in Credit Valuation Adjustments
  14. Altmetric Badge
    Chapter 13 A Generalized Intensity-Based Framework for Single-Name Credit Risk
  15. Altmetric Badge
    Chapter 14 Option Pricing and Sensitivity Analysis in the Lévy Forward Process Model
  16. Altmetric Badge
    Chapter 15 Inside the EMs Risky Spreads and CDS-Sovereign Bonds Basis
  17. Altmetric Badge
    Chapter 16 Basket Option Pricing and Implied Correlation in a One-Factor Lévy Model
  18. Altmetric Badge
    Chapter 17 Pricing Shared-Loss Hedge Fund Fee Structures
  19. Altmetric Badge
    Chapter 18 Negative Basis Measurement: Finding the Holy Scale
  20. Altmetric Badge
    Chapter 19 The Impact of a New CoCo Issuance on the Price Performance of Outstanding CoCos
  21. Altmetric Badge
    Chapter 20 The Impact of Cointegration on Commodity Spread Options
  22. Altmetric Badge
    Chapter 21 The Dynamic Correlation Model and Its Application to the Heston Model
Overall attention for this book and its chapters
Altmetric Badge

Mentioned by

twitter
8 X users
facebook
2 Facebook pages

Citations

dimensions_citation
9 Dimensions

Readers on

mendeley
10 Mendeley
You are seeing a free-to-access but limited selection of the activity Altmetric has collected about this research output. Click here to find out more.
Title
Innovations in Derivatives Markets
Published by
Springer International Publishing, January 2016
DOI 10.1007/978-3-319-33446-2
ISBNs
978-3-31-933446-2, 978-3-31-933445-5
Editors

Kathrin Glau, Zorana Grbac, Matthias Scherer, Rudi Zagst

X Demographics

X Demographics

The data shown below were collected from the profiles of 8 X users who shared this research output. Click here to find out more about how the information was compiled.
Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 10 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 10 100%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 3 30%
Unspecified 2 20%
Student > Postgraduate 2 20%
Student > Bachelor 1 10%
Researcher 1 10%
Other 1 10%
Readers by discipline Count As %
Unspecified 3 30%
Business, Management and Accounting 3 30%
Mathematics 2 20%
Economics, Econometrics and Finance 2 20%