and S. Song, Counterparty risk and funding: Immersion and beyond. LaMME preprint, 2015 (available on HAL).Cr´epey, S. and Song, S.: Counterparty risk and funding: immersion and beyond. Finance and Stochastics 20 (2016), 901-930....
Ngor (2012): Counterparty risk and funding: The four wings of the TVA. Int. J. Theor. Appl. Finance 16, no. 2, 2013Cr´epey, S., Gerboud, R., Grbac, Z. and Ngor, N. (2013). Counterparty Risk and Funding: The Four Wings of The TVA. Int, J. Theor. Appl. Finance 16, ...
作者:Damiano Brigo/Massimo Morini/Andrea Pallavicini 出版社:John Wiley & Sons 副标题:With Pricing Cases for All Asset Classes 出版年:2013-3-15 页数:464 定价:GBP 69.78 装帧:Hardcover ISBN:9780470748466 豆瓣评分 目前无人评价 评价: 写笔记 ...
Counterparty risk and funding: the four wings of the TVA. Summary: The credit crisis and the ongoing European sovereign debt crisis have highlighted the native form of credit risk, namely the counterparty risk. Th... S Crépey,R Gerboud,Z Grbac,... - Springer International Publishing 被引量...
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当当中国进口图书旗舰店在线销售正版《The Xva Challenge, Fourth Edition - Counterparty Risk, Funding, Collateral, Capital And Initial M...》。最新《The Xva Challenge, Fourth Edition - Counterparty Risk, Funding, Collateral, Capital And Initial M...》简介、
Counterparty Credit Risk, Collateral and Funding 电子书 读后感 评分☆☆☆ 评分☆☆☆ 评分☆☆☆ 评分☆☆☆ 评分☆☆☆ 类似图书 点击查看全场最低价 出版者:John Wiley & Sons 作者:Damiano Brigo 出品人: 页数:464 译者: 出版时间:2013-3-15 价格...
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“This impressive book covers an important and highly complex area of quantitativefinance dealing with counterparty credit risk. It covers many vital topics and demon-strates in great detail how to compute Credit, Debt, and Funding Value Adjustments.Writtenbysomeofthebestexpertsinthefield,itprovidesimp...
Funding risk Related: interest rate risk Geographic risk risk that arises when an issuer has policies concentrated within certain geographic areas, such as the risk of damage from a hurricane or an earthquake. Herstatt risk The risk of loss in foreign exchange trading that one party will del...