44 results on '"Stamm, Roland"'
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2. CDS and CDS Option: Filtration Switching and the PK Model
3. Linear Gauss Markov Model
4. Dodgson-Kainth Model
5. Hull-White Model
6. Backtesting
7. Credit Risk and Basel Capital for Derivatives
8. Introduction
9. Early Exercise and American Monte Carlo
10. Pricing Portfolio Credit Products
11. KVA
12. FVA
13. Credit
14. CVA Risk and Algorithmic Differentiation
15. Netting and Collateral
16. Equity and Commodity
17. Interest Rates
18. Inflation
19. Cross-Asset Scenario Generation
20. Fundamentals
21. Foreign Exchange
22. Single Trade CVA
23. Fair Value Hedge Accounting in a Multi-Curve World
24. Clearing House Pricing
25. CSA Discounting
26. Global Discounting
27. What Changed with the Crisis
28. Discounting Before the Crisis
29. CVA: Firm Level
30. Non-Linear Products
31. CVA: Instrument Level
32. Global Discount Curve
33. A Plethora of Credit Spreads
34. Local Discount Curves
35. Back to the Basics
36. Introduction to Basis Spreads
37. Bootstrapping of Zero Curves
38. Basel III
39. Backtesting
40. The Black76 Formula
41. The Change of Numeraire Toolkit
42. The Feynman-Kac Connection
43. Introduction — A Monte Carlo Framework
44. Introduction
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