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OTC Derivatives: Bilateral Trading

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Cover of 'OTC Derivatives: Bilateral Trading & Central Clearing'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 Over-The-Counter Derivatives
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    Chapter 3 The Nature of the Counterparty Relationship in Bilateral OTC Derivatives
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    Chapter 4 The Valuation and Risk of OTC Derivatives
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    Chapter 5 The Role of OTC Derivatives in the Crisis
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    Chapter 6 Regulatory Responses to the Crisis
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    Chapter 7 OTC Derivatives Central Clearing
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    Chapter 8 The Emerging OTC Market Infrastructure From Execution To Settlement
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    Chapter 9 Risks in OTC Derivatives Central Clearing
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    Chapter 10 Design Choices in Central Clearing and Their Consequences
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    Chapter 11 The Aftermath of Mandatory Central Clearing
Attention for Chapter 4: The Valuation and Risk of OTC Derivatives
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Chapter title
The Valuation and Risk of OTC Derivatives
Chapter number 4
Book title
OTC Derivatives: Bilateral Trading & Central Clearing
Published by
Palgrave Macmillan, London, January 2013
DOI 10.1057/9781137293862_4
Book ISBNs
978-1-349-45137-1, 978-1-137-29386-2
Authors

David Murphy, Murphy, David

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