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

• Κύριος συγγραφέας: Brigo, Damiano, 1966-
• Άλλοι συγγραφείς: Morini, Massimo, Pallavicini, Andrea
• Μορφή: Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Chichester, West Sussex : John Wiley & Sons Inc., 2013.
• Σειρά: Wiley finance series.
• Θέματα: Finance > Mathematical models.; Credit > Mathematical models.; Credit derivatives > Mathematical models.; Financial risk > Mathematical models.; BUSINESS & ECONOMICS > Finance.; Electronic books.

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...