Papers presented at the Conference, held at Pondicherry University during 17-19 December 2010; organized by Dept. of Commerce, Pondicherry University in association with Multi Commodity Exchange of India, Forward Markets Commission, Govt. of India, and NABARD

Papers presented at the International Conference on Financial Derivatives, held at Pondicherry University during 17-19 December 2010; organized by Dept. of Commerce, Pondicherry University in association with Multi Commodity Exchange of India, Forward Markets Commission, Govt. of India, and NABARD

This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, written by leading researchers in the field as well as experienced authors from the financial industry, present the state of the art in: "Modeling counterparty credit...