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Innovations in Derivatives Markets

Overview of attention for book
Innovations in Derivatives Markets
Springer International Publishing

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
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    Chapter 3 Nonlinear Monte Carlo Schemes for Counterparty Risk on Credit Derivatives
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    Chapter 4 Tight Semi-model-free Bounds on (Bilateral) CVA
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    Chapter 5 CVA with Wrong-Way Risk in the Presence of Early Exercise
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    Chapter 6 Simultaneous Hedging of Regulatory and Accounting CVA
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    Chapter 7 Capital Optimization Through an Innovative CVA Hedge
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    Chapter 8 FVA and Electricity Bill Valuation Adjustment—Much of a Difference?
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    Chapter 9 Multi-curve Modelling Using Trees
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    Chapter 10 Derivative Pricing for a Multi-curve Extension of the Gaussian, Exponentially Quadratic Short Rate Model
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    Chapter 11 Multi-curve Construction
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    Chapter 12 Impact of Multiple-Curve Dynamics in Credit Valuation Adjustments
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    Chapter 13 A Generalized Intensity-Based Framework for Single-Name Credit Risk
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    Chapter 14 Option Pricing and Sensitivity Analysis in the Lévy Forward Process Model
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    Chapter 15 Inside the EMs Risky Spreads and CDS-Sovereign Bonds Basis
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    Chapter 16 Basket Option Pricing and Implied Correlation in a One-Factor Lévy Model
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    Chapter 17 Pricing Shared-Loss Hedge Fund Fee Structures
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    Chapter 18 Negative Basis Measurement: Finding the Holy Scale
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    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
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About this Attention Score

  • In the top 25% of all research outputs scored by Altmetric
  • Good Attention Score compared to outputs of the same age (79th percentile)

Mentioned by

twitter
8 X users
facebook
2 Facebook pages

Readers on

mendeley
10 Mendeley
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Title
Innovations in Derivatives Markets
Published by
Springer Proceedings in Mathematics & Statistics, 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

Timeline

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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.
As of 1 July 2024, you may notice a temporary increase in the numbers of X profiles with Unknown location. Click here to learn more.
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%
Attention Score in Context

Attention Score in Context

This research output has an Altmetric Attention Score of 7. This is our high-level measure of the quality and quantity of online attention that it has received. This Attention Score, as well as the ranking and number of research outputs shown below, was calculated when the research output was last mentioned on 22 April 2017.
All research outputs
#5,394,911
of 25,992,468 outputs
Outputs from Springer Proceedings in Mathematics & Statistics
#1
of 1 outputs
Outputs of similar age
#83,029
of 402,374 outputs
Outputs of similar age from Springer Proceedings in Mathematics & Statistics
#1
of 1 outputs
Altmetric has tracked 25,992,468 research outputs across all sources so far. Compared to these this one has done well and is in the 79th percentile: it's in the top 25% of all research outputs ever tracked by Altmetric.
So far Altmetric has tracked 1 research outputs from this source. They typically receive a little more attention than average, with a mean Attention Score of 6.6. This one scored the same or higher as 0 of them.
Older research outputs will score higher simply because they've had more time to accumulate mentions. To account for age we can compare this Altmetric Attention Score to the 402,374 tracked outputs that were published within six weeks on either side of this one in any source. This one has done well, scoring higher than 79% of its contemporaries.
We're also able to compare this research output to 1 others from the same source and published within six weeks on either side of this one. This one has scored higher than all of them