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Counterparty Credit Risk, Collateral and Funding - Damiano Brigo - Bog

- with Pricing Cases for All Asset Classes

af Damiano Brigo, Massimo Morini, Andrea Pallavicini
Counterparty Credit Risk, Collateral and Funding af Damiano Brigo
Bag om Counterparty Credit Risk, Collateral and Funding

* The book's content is focused on quantitative methods of tackling valuation problems, supplying sound theoretical frameworks for the pricing and hedging of counterparty risk, linking particular models to particular 'concrete' financial situations.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780470748466
  • Indbinding:
  • Hardback
  • Sideantal:
  • 464
  • Udgivet:
  • 15. marts 2013
  • Størrelse:
  • 175x250x30 mm.
  • Vægt:
  • 938 g.
  • 8-11 hverdage.
  • 28. januar 2025

Normalpris

Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

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Beskrivelse af Counterparty Credit Risk, Collateral and Funding

* The book's content is focused on quantitative methods of tackling valuation problems, supplying sound theoretical frameworks for the pricing and hedging of counterparty risk, linking particular models to particular 'concrete' financial situations.

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