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Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes

Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes

by Damiano Brigo, Massimo Morini, Andrea Pallavicini

Editeur : Wiley
ISBN: 9780470748466
Broché: 464
Télécharger les formats: pdf, ePub, mobi, fb2
Taille du fichier: 12 Mb
Date d'affichage: 2020-10-24
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La description:

Counterparty Credit Risk, Collateral and Funding: With Pricing Cases for All Asset Classes aims to help academic researchers, quantitative analysts and traders who need to frame and price counterparty credit and funding risk, to develop a feel for applying advanced mathematics and stochastic models to solve practical problems. The book focuses on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new general theory...