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Authors: Damiano Brigo
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Type: BOOK - Published: 2013-04-22 - Publisher: John Wiley & Sons

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The book's content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new general
Counterparty Credit Risk
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The first decade of the 21st Century has been disastrous for financial institutions, derivatives and risk management. Counterparty credit risk has become the ke
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Type: BOOK - Published: 2013-03-05 - Publisher: John Wiley & Sons

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The book’s content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new gener
International Convergence of Capital Measurement and Capital Standards
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Recommendations for Central Counterparties
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