Titlebook: Derivatives; Theory and Practice Jiří Witzany Textbook 2020 The Editor(s) (if applicable) and The Author(s), under exclusive license to Sp

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Computergestützte Informationssystemecome popular both on the OTC and on the organized exchange markets, but their valuation is more complex than in the case of forwards. It requires the underlying asset price volatility as a new input into the valuation models that have, at the same time, become a new market variable. We will explain

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Effizienzsteigerung des Facility Managementsmptions including the one saying that the instantaneous interest rates are constant. But the interest rates are not constant at all in real financial markets. First, there is a term structure of interest rates, 1-year interest rates are usually greater than over-night interest rates, and 5-year inte

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Strukturwandel in der Immobilienwirtschaft,del does not describe the stochastic dynamics of interest rates over time, and so it cannot be applied to value American-style options, callable bonds, or other more complex interest rate derivatives. In this chapter, we are going to introduce the most important interest rate models, which can be cl

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Derivatives978-3-030-51751-9Series ISSN 2192-4333 Series E-ISSN 2192-4341

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Jiří WitzanyCovers basic to advanced topics, estimation methods, and modeling of financial and commodity derivatives.Provides an overview of recent regulatory requirements related to market risk management and de

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978-3-030-51753-3The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl