Glau, Kathrin (ed.); Grbac, Zorana (ed.); … - Conference Innovations in Derivatives Markets - Fixed … - 2016
state of the art in: "Modeling counterparty credit risk: credit valuation adjustment, debit valuation adjustment, funding … valuation adjustment, and wrong way risk"; Pricing and hedging in fixed-income markets and multi-curve interest-rate modeling …. • Recent developments concerning contingent convertible bonds, the measuring of basis spreads, and the modeling of implied …
