TY - BOOK ID - 66130936 TI - Derivatives : Theory and Practice of Trading, Valuation, and Risk Management PY - 2020 SN - 3030517519 3030517500 PB - Cham : Springer International Publishing : Imprint: Springer, DB - UniCat KW - Capital market. KW - Applied mathematics. KW - Engineering mathematics. KW - Business enterprises—Finance. KW - Capital Markets. KW - Applications of Mathematics. KW - Business Finance. KW - Engineering KW - Engineering analysis KW - Mathematical analysis KW - Capital markets KW - Market, Capital KW - Finance KW - Financial institutions KW - Loans KW - Money market KW - Securities KW - Crowding out (Economics) KW - Efficient market theory KW - Mathematics KW - Social sciences KW - Business enterprises KW - Mathematics in Business, Economics and Finance. KW - Corporate Finance. KW - Mathematics. KW - Finance. KW - Business finance KW - Business financial management KW - Financial analysis of business enterprises KW - Financial management, Business KW - Financial management of business enterprises KW - Financial planning of business enterprises KW - Managerial finance UR - https://www.unicat.be/uniCat?func=search&query=sysid:66130936 AB - This book helps students, researchers and quantitative finance practitioners to understand both basic and advanced topics in the valuation and modeling of financial and commodity derivatives, their institutional framework and risk management. It provides an overview of the new regulatory requirements such as Basel III, the Fundamental Review of the Trading Book (FRTB), Interest Rate Risk of the Banking Book (IRRBB), or the Internal Capital Assessment Process (ICAAP). The reader will also find a detailed treatment of counterparty credit risk, stochastic volatility estimation methods such as MCMC and Particle Filters, and the concepts of model-free volatility, VIX index definition and the related volatility trading. The book can also be used as a teaching material for university derivatives and financial engineering courses. ER -