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The series International Symposia in Economic Theory and Econometrics publishes quality proceedings of conferences and symposia. Since all articles published in these volumes are refereed relative to the standards of the best journals, not all papers presented at the symposia are published in...
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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 …
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