Credit risk management for derivatives: post-crisis metrics for end-users
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cham
Palgrave Macmillan
[2017]
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | xvii, 165 Seiten Diagramme |
| ISBN: | 9783319579740 |
Staff View
MARC
| LEADER | 00000nam a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV044559371 | ||
| 003 | DE-604 | ||
| 005 | 20171207 | ||
| 007 | t | ||
| 008 | 171027s2017 |||| |||| 00||| eng d | ||
| 020 | |a 9783319579740 |9 978-3-319-57974-0 | ||
| 035 | |a (OCoLC)1011626172 | ||
| 035 | |a (DE-599)BVBBV044559371 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-355 | ||
| 084 | |a QK 660 |0 (DE-625)141676: |2 rvk | ||
| 100 | 1 | |a Zelenko, Ivan |e Verfasser |0 (DE-588)1137852992 |4 aut | |
| 245 | 1 | 0 | |a Credit risk management for derivatives |b post-crisis metrics for end-users |c Ivan Zelenko |
| 264 | 1 | |a Cham |b Palgrave Macmillan |c [2017] | |
| 264 | 4 | |c © 2017 | |
| 300 | |a xvii, 165 Seiten |b Diagramme | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 650 | 4 | |a Finance | |
| 650 | 4 | |a Banks and banking | |
| 650 | 4 | |a Risk management | |
| 650 | 4 | |a Macroeconomics | |
| 650 | 4 | |a Finance | |
| 650 | 4 | |a Risk Management | |
| 650 | 4 | |a Banking | |
| 650 | 4 | |a Macroeconomics/Monetary Economics//Financial Economics | |
| 650 | 4 | |a Bank | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |z 978-3-319-57975-7 |
| 856 | 4 | 2 | |m Digitalisierung UB Regensburg - ADAM Catalogue Enrichment |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029958023&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-029958023 | ||
Record in the Search Index
| _version_ | 1804177929212526592 |
|---|---|
| adam_text | Contents
Reshaping Derivatives Markets: The Post-2008 Ambition 1
Outlining Counterparty Credit Risk Exposure 25
Restating the Role of Collateral 57
Adjusting for Credit and Debt Value: CVA and DVA 95
Expanding Valuation Metrics: FVA and KVA 141
Bibliography 155
Index 159
xi
|
| any_adam_object | 1 |
| author | Zelenko, Ivan |
| author_GND | (DE-588)1137852992 |
| author_facet | Zelenko, Ivan |
| author_role | aut |
| author_sort | Zelenko, Ivan |
| author_variant | i z iz |
| building | Verbundindex |
| bvnumber | BV044559371 |
| classification_rvk | QK 660 |
| ctrlnum | (OCoLC)1011626172 (DE-599)BVBBV044559371 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01487nam a2200409zc 4500</leader><controlfield tag="001">BV044559371</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20171207 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">171027s2017 |||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783319579740</subfield><subfield code="9">978-3-319-57974-0</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1011626172</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV044559371</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-355</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 660</subfield><subfield code="0">(DE-625)141676:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Zelenko, Ivan</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)1137852992</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Credit risk management for derivatives</subfield><subfield code="b">post-crisis metrics for end-users</subfield><subfield code="c">Ivan Zelenko</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cham</subfield><subfield code="b">Palgrave Macmillan</subfield><subfield code="c">[2017]</subfield></datafield><datafield tag="264" ind1=" " ind2="4"><subfield code="c">© 2017</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">xvii, 165 Seiten</subfield><subfield code="b">Diagramme</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finance</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Banks and banking</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Risk management</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Macroeconomics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finance</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Risk Management</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Banking</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Macroeconomics/Monetary Economics//Financial Economics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Bank</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe</subfield><subfield code="z">978-3-319-57975-7</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Regensburg - ADAM Catalogue Enrichment</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029958023&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-029958023</subfield></datafield></record></collection> |
| id | DE-604.BV044559371 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:55:53Z |
| institution | BVB |
| isbn | 9783319579740 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029958023 |
| oclc_num | 1011626172 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR |
| owner_facet | DE-355 DE-BY-UBR |
| physical | xvii, 165 Seiten Diagramme |
| publishDate | 2017 |
| publishDateSearch | 2017 |
| publishDateSort | 2017 |
| publisher | Palgrave Macmillan |
| record_format | marc |
| spelling | Zelenko, Ivan Verfasser (DE-588)1137852992 aut Credit risk management for derivatives post-crisis metrics for end-users Ivan Zelenko Cham Palgrave Macmillan [2017] © 2017 xvii, 165 Seiten Diagramme txt rdacontent n rdamedia nc rdacarrier Finance Banks and banking Risk management Macroeconomics Risk Management Banking Macroeconomics/Monetary Economics//Financial Economics Bank Erscheint auch als Online-Ausgabe 978-3-319-57975-7 Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029958023&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Zelenko, Ivan Credit risk management for derivatives post-crisis metrics for end-users Finance Banks and banking Risk management Macroeconomics Risk Management Banking Macroeconomics/Monetary Economics//Financial Economics Bank |
| title | Credit risk management for derivatives post-crisis metrics for end-users |
| title_auth | Credit risk management for derivatives post-crisis metrics for end-users |
| title_exact_search | Credit risk management for derivatives post-crisis metrics for end-users |
| title_full | Credit risk management for derivatives post-crisis metrics for end-users Ivan Zelenko |
| title_fullStr | Credit risk management for derivatives post-crisis metrics for end-users Ivan Zelenko |
| title_full_unstemmed | Credit risk management for derivatives post-crisis metrics for end-users Ivan Zelenko |
| title_short | Credit risk management for derivatives |
| title_sort | credit risk management for derivatives post crisis metrics for end users |
| title_sub | post-crisis metrics for end-users |
| topic | Finance Banks and banking Risk management Macroeconomics Risk Management Banking Macroeconomics/Monetary Economics//Financial Economics Bank |
| topic_facet | Finance Banks and banking Risk management Macroeconomics Risk Management Banking Macroeconomics/Monetary Economics//Financial Economics Bank |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029958023&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT zelenkoivan creditriskmanagementforderivativespostcrisismetricsforendusers |