Sökt på: Böcker av Damiano Brigo
totalt 17 träffar
Counterparty Risk and Funding
Solve the DVA/FVA Overlap Issue and Effectively Manage Portfolio Credit RiskCounterparty Risk and Funding: A Tale of Two Puzzles explains how to study risk embedded in financial …
Credit Models and the Crisis
The recent financial crisis has highlighted the need for better valuation models and risk management procedures, better understanding of structured products, and has called into …
Counterparty Credit Risk, Collateral and Funding
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 …
Interest Rate Models - Theory and Practice
The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the …
Counterparty Credit Risk, Collateral and Funding
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 …
Counterparty Risk and Funding
Solve the DVA/FVA Overlap Issue and Effectively Manage Portfolio Credit RiskCounterparty Risk and Funding: A Tale of Two Puzzles explains how to study risk embedded in financial …
Interest Rate Models - Theory and Practice
The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the …
Credit Models and the Crisis
The recent financial crisis has highlighted the need for better valuation models and risk management procedures, better understanding of structured products, and has called into …
Credit Risk Frontiers
A timely guide to understanding and implementing credit derivatives Credit derivatives are here to stay and will continue to play a role in finance in the future. But what will …
Credit Risk Frontiers
A timely guide to understanding and implementing credit derivatives Credit derivatives are here to stay and will continue to play a role in finance in the future. But what will …
Interest Rate Models - Theory and Practice
The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the …
Counterparty Credit Risk, Collateral and Funding
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 …