Category: derivative
PRACTICAL APPROACH TO XVA, A: THE EVOLUTION OF DERIVATIVES VALUATION AFTER THE FINANCIAL CRISIS - TSUCHIYA OSAMU
AUTHOR AFFILIATION : SIMPLEX INC., JAPAN PUB DATE : 16-May-19 ONLINE RELEASE DATE : 17-May-19
View DetailsVALUATION IN A WORLD OF CVA, DVA, AND FVA : A TUTORIAL ON DEBT SECURITIES AND INTEREST RATE DERIVATIVES - SMITH DONALD J
AUTHOR AFFILIATION : BOSTON UNIV, USA PUB DATE : 20-Jul-17 ONLINE RELEASE DATE : 25-Jul-17
View DetailsDERIVATIVES ALGORITHMS - VOLUME 1: BONES (SECOND EDITION) - HYER THOMAS
AUTHOR AFFILIATION : UBS, UK PUB DATE : 18-Sep-15 ONLINE RELEASE DATE : 23-Sep-15 Print ISB
View DetailsGLOBAL DERIVATIVE DEBACLES: FROM THEORY TO MALPRACTICE (SECOND EDITION) - JACQUE LAURENT L
AUTHOR AFFILIATION : TUFTS UNIV, USA & HEC SCH OF MANAGEMENT, FRANCE PUB DATE : 28-May-15 ONLI
View DetailsFINANCIAL DERIVATIVES: FUTURES, FORWARDS, SWAPS, OPTIONS, CORPORATE SECURITIES, AND CREDIT DEFAULT SWAPS - CONSTANTINIDES GEORGE M
AUTHOR AFFILIATION : UNIV OF CHICAGO BOOTH SCHOOL OF BUSINESS, USA PUB DATE : 18-Dec-14 ONLINE
View DetailsOBLIQUE DERIVATIVE PROBLEMS FOR ELLIPTIC EQUATIONS - LIEBERMAN GARY M
AUTHOR AFFILIATION : IOWA STATE UNIV, USA PUB DATE : 26-Mar-13 ONLINE RELEASE DATE : 12-Apr-13
View DetailsHEDGING DERIVATIVES - RHEINLANDER THORSTEN ET AL
AUTHOR AFFILIATION : LONDON SCHOOL OF ECONOMICS & POLITICAL SCIENCE, UK PUB DATE : 18-May-11 O
View DetailsDERIVATIVES ALGORITHMS - VOLUME 1: BONES - HYER TOM
AUTHOR AFFILIATION : HEAD OF QUANTITATIVE ANALYTICS, UBS, USA PUB DATE : 14-Apr-10 ONLINE RELE
View DetailsGLOBAL DERIVATIVE DEBACLES: FROM THEORY TO MALPRACTICE - JACQUE LAURENT L
AUTHOR AFFILIATION : TUFTS UNIV, USA & HEC SCHOOL OF MANAGEMENT, FRANCE PUB DATE : 21-Apr-10 O
View DetailsNORM DERIVATIVES AND CHARACTERIZATIONS OF INNER PRODUCT SPACES - ALSINA CLAUDI ET AL
AUTHOR AFFILIATION : UNIV POLITECNICA DE CATALUNYA, SPAIN PUB DATE : 30-Nov-09 ONLINE RELEASE
View DetailsDERIVATIVES, RISK MANAGEMENT AND VALUE - BELLALAH MONDHER
AUTHOR AFFILIATION : UNIV DE CERGY-PONTOISE, FRANCE PUB DATE : 29-Oct-09 ONLINE RELEASE DATE :
View DetailsFINANCIAL DERIVATIVES PRICING: SELECTED WORKS OF ROBERT JARROW - JARROW ROBERT A
AUTHOR AFFILIATION : CORNELL UNIV, USA PUB DATE : 8-Oct-08 ONLINE RELEASE DATE : 22-Sep-09
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