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Innovations in Derivatives Markets

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  Springer Proceedings in Mathematics & Statistics Kathrin GlauZorana GrbacMatthias SchererRudi Zagst Editors   Innovations in Derivatives Markets Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation  Springer Proceedings in Mathematics & Statistics Volume 165  Springer Proceedings in Mathematics & Statistics This book series features volumes composed of selected contributions fromworkshops and conferences in all areas of current research in mathematics andstatistics, including operation research and optimization. In addition to an overallevaluation of the interest, scienti fi c quality, and timeliness of each proposal at thehands of the publisher, individual contributions are all refereed to the high qualitystandards of leading journals in the  fi eld. Thus, this series provides the researchcommunity with well-edited, authoritative reports on developments in the most exciting areas of mathematical and statistical research today.More information about this series at http://www.springer.com/series/10533  Kathrin Glau  ã Zorana GrbacMatthias Scherer   ã Rudi Zagst  Editors Innovations in DerivativesMarkets Fixed Income Modeling, ValuationAdjustments, Risk Management,and Regulation
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