Related Books

Counterparty Credit Risk, Collateral and Funding
Language: en
Pages: 464
Authors: Damiano Brigo
Categories: Business & Economics
Type: BOOK - Published: 2013-03-05 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

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
The xVA Challenge
Language: en
Pages: 496
Authors: Jon Gregory
Categories: Business & Economics
Type: BOOK - Published: 2015-10-26 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

A detailed, expert-driven guide to today's major financial point of interest The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital is a
Counterparty Credit Risk, Collateral and Funding, 2E with Pricing Cases for All Asset Classes
Language: en
Pages: 416
Authors: Damiano Brigo
Categories:
Type: BOOK - Published: 2016-07-29 - Publisher:

DOWNLOAD EBOOK

The book's content is focused on quantitative methods of tackling valuation problems, supplying sound theoretical frameworks for the pricing and hedging of coun
The xVA Challenge
Language: en
Pages: 498
Authors: Jon Gregory
Categories: Business & Economics
Type: BOOK - Published: 2015-09-22 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

A detailed, expert-driven guide to today's major financial point of interest The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital is a
Counterparty Risk and Funding
Language: en
Pages: 390
Authors: Stéphane Crépey
Categories: Business & Economics
Type: BOOK - Published: 2014-06-23 - Publisher: CRC Press

DOWNLOAD EBOOK

Solve the DVA/FVA Overlap Issue and Effectively Manage Portfolio Credit Risk Counterparty Risk and Funding: A Tale of Two Puzzles explains how to study risk emb