Category: derivatives
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 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 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 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
View DetailsQUANTITATIVE ANALYSIS, DERIVATIVES MODELING, AND TRADING STRATEGIES: IN THE PRESENCE OF COUNTERPARTY CREDIT RISK FOR THE FIXED-INCOME MARKET - TANG YI & LI BIN
AUTHOR AFFILIATION : GOLDMAN SACHS, USA PUB DATE : 23-Jan-07 ONLINE RELEASE DATE : 29-Oct-08
View DetailsBARINGS BANKRUPTCY AND FINANCIAL DERIVATIVES - ZHANG PETER G
AUTHOR AFFILIATION : CHASE MANHANTTAN BANK PUB DATE : 23-Aug-95 ONLINE RELEASE DATE : 31-Mar-1
View DetailsPHYSICS AND CHEMISTRY OF FULLERENES AND DERIVATIVES - PROCEEDINGS OF THE INTERNATIONAL WINTERSCHOOL ON ELECTRONIC PROPERTIES OF NOVEL MATERIALS - KUZMANY H ET AL
AUTHOR AFFILIATION : TECHNISCHE UNIVERSITAT WIEN, AUSTRIA PUB DATE : 30-Jun-95 ONLINE RELEASE
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