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Counterparty credit risk the new challenge for global financial markets /

Wedi'i Gadw mewn:

Manylion Llyfryddiaeth
Prif Awdur:	Gregory, Jon, Ph. D.
Awdur Corfforaethol:	ebrary, Inc
Fformat:	Electronig eLyfr
Iaith:	Saesneg
Cyhoeddwyd:	Chichester, U.K. : Wiley, c2010.
Cyfres:	Wiley finance series.
Pynciau:	Derivative securities > Mathematical models. Risk management. Electronic books.
Mynediad Ar-lein:	An electronic book accessible through the World Wide Web; click to view
Tagiau:	Ychwanegu Tag Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!

Eitemau Tebyg

Counterparty credit risk and credit value adjustment a continuing challenge for global financial markets /
gan: Gregory, Jon, Ph. D.
Cyhoeddwyd: (2012)

The xVA challenge : counterparty credit risk, funding, collateral, and capital /
gan: Gregory, Jon, 1971-
Cyhoeddwyd: (2015)

Counterparty risk in the over-the-counter derivates market /
gan: Segoviano Basurto, Miguel A.
Cyhoeddwyd: (2008)

Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives /
gan: Gregory, Jon
Cyhoeddwyd: (2014)

Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market /
gan: Tang, Yi
Cyhoeddwyd: (2007)

Credit derivatives investing and risk management /
gan: Chaplin, Geoff
Cyhoeddwyd: (2010)

Advanced derivatives pricing and risk management theory, tools and hands-on programming application /
gan: Albanese, Claudio
Cyhoeddwyd: (2006)

Derivatives, risk management & value
gan: Bellalah, Mondher
Cyhoeddwyd: (2010)

Financial derivatives pricing selected works of Robert Jarrow /
gan: Jarrow, Robert A.
Cyhoeddwyd: (2008)

Counterparty credit risk, collateral and funding with pricing cases for all asset classes /
gan: Brigo, Damiano
Cyhoeddwyd: (2013)

The credit risk transfer market and stability implications for U.K. financial institutions
gan: Chan-Lau, Jorge A.
Cyhoeddwyd: (2006)

Arbitrage theory in continuous time
gan: Björk, Tomas
Cyhoeddwyd: (2009)

The art of credit derivatives demystifying the black swan /
gan: Garcia, João
Cyhoeddwyd: (2010)

Multiscale stochastic volatility for equity, interest rate, and credit derivatives
Cyhoeddwyd: (2011)

Hedging derivatives
gan: Rheinländer, Thorsten
Cyhoeddwyd: (2011)

Managing credit risk the great challenge for global financial markets /
Cyhoeddwyd: (2008)

Implementing models of financial derivatives object oriented applications with VBA /
gan: Webber, Nick
Cyhoeddwyd: (2011)

Managing risks with derivatives
Cyhoeddwyd: (2007)

The derivatives market in South Africa lessons for Sub-Saharan African countries /
gan: Adelegan, Olatundun Janet
Cyhoeddwyd: (2009)

Financial derivative and energy market valuation theory and implementation in MATLAB /
gan: Mastro, Michael A., 1975-
Cyhoeddwyd: (2013)

Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices /
gan: Chan-Lau, Jorge A.
Cyhoeddwyd: (2006)

Applications of credit derivatives opportunities and risks involved in credit derivatives /
gan: Seemann, Harald
Cyhoeddwyd: (2008)

The use (and abuse) of CDS spreads during distress
gan: Siṃha, Manamohana
Cyhoeddwyd: (2009)

Counterparty risk, impact on collateral flows, and role for central counterparties
gan: Singh, Manmohan, 1964-
Cyhoeddwyd: (2009)

Structured credit products credit derivatives and synthetic securitisation /
gan: Choudhry, Moorad
Cyhoeddwyd: (2010)

Credit derivatives instruments, applications and pricing /
Cyhoeddwyd: (2004)

Credit correlation life after copulas /
Cyhoeddwyd: (2008)

Systemic risk from global financial derivatives a network analysis of contagion and its mitigation with super-spreader tax /
gan: Markose, Sheri M.
Cyhoeddwyd: (2012)

Financial derivatives : pricing application and mathematics /
gan: Baz, Jamil
Cyhoeddwyd: (2004)

The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives /
gan: Rebonato, Riccardo
Cyhoeddwyd: (2009)

Derivatives demystified a step-by-step guide to forwards, futures, swaps and options /
gan: Chisholm, Andrew, 1959-
Cyhoeddwyd: (2010)

Derivative instruments a guide to theory and practice /
gan: Eales, Brian Anthony
Cyhoeddwyd: (2003)

Derivatives demystified : a step by step guide to forwards, futures, swaps and options /
gan: Chisholm, Andrew
Cyhoeddwyd: (2010)

Clearing and settlement of derivatives
gan: Loader, David
Cyhoeddwyd: (2005)

Derivatives : principles and practice /
gan: Sundaram, Rangarajan K.
Cyhoeddwyd: (2011)

Advanced equity derivatives : volatility and correlation /
gan: Bossu, Sébastien
Cyhoeddwyd: (2014)

Derivatives essentials : an introduction to forwards, futures, options and swaps /
gan: Gottesman, Aron
Cyhoeddwyd: (2016)

Interest rate risk modeling the fixed income valuation course /
gan: Nawalkha, Sanjay K.
Cyhoeddwyd: (2005)

Global derivative debacles from theory to malpractice /
gan: Jacque, Laurent L.
Cyhoeddwyd: (2010)

Volatility as an asset class : obvious benefits and hidden risks /
gan: Jablecki, Juliusz
Cyhoeddwyd: (2015)