Counterparty credit risk, collateral and funding : with pricing cases for all asset classes /

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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 theory that is required for this methodology is developed from scratch, leading to a consistent and comprehensive framework for counte...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Brigo, Damiano, 1966-
Otros Autores: Morini, Massimo, Pallavicini, Andrea
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Chichester, West Sussex : John Wiley & Sons Inc., 2013.
Colección:Wiley finance series.
Temas:
Finance > Mathematical models.
Credit > Mathematical models.
Credit derivatives > Mathematical models.
Financial risk > Mathematical models.
Finance.
Business & Economics.
Finance > General.
Finances > Modèles mathématiques.
Crédit > Modèles mathématiques.
Instruments dérivés de crédit > Modèles mathématiques.
Risque financier > Modèles mathématiques.
BUSINESS & ECONOMICS > Finance.
Credit > Mathematical models
Finance > Mathematical models
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