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Counterparty credit risk the new challenge for global financial markets /

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Bibliografiske detaljer
Hovedforfatter:	Gregory, Jon, Ph. D.
Institution som forfatter:	ebrary, Inc
Format:	Electronisk eBog
Sprog:	engelsk
Udgivet:	Chichester, U.K. : Wiley, c2010.
Serier:	Wiley finance series.
Fag:	Derivative securities > Mathematical models. Risk management. Electronic books.
Online adgang:	An electronic book accessible through the World Wide Web; click to view
Tags:	Tilføj Tag Ingen Tags, Vær først til at tagge denne postø!

Lignende værker

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

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

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

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

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

Credit derivatives investing and risk management /
af: Chaplin, Geoff
Udgivet: (2010)

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

Derivatives, risk management & value
af: Bellalah, Mondher
Udgivet: (2010)

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

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

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

Arbitrage theory in continuous time
af: Björk, Tomas
Udgivet: (2009)

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

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

Hedging derivatives
af: Rheinländer, Thorsten
Udgivet: (2011)

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

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

Managing risks with derivatives
Udgivet: (2007)

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

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

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

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

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

Structured credit products credit derivatives and synthetic securitisation /
af: Choudhry, Moorad
Udgivet: (2010)

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

Credit correlation life after copulas /
Udgivet: (2008)

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

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

Financial derivatives : pricing application and mathematics /
af: Baz, Jamil
Udgivet: (2004)

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

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

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

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

Clearing and settlement of derivatives
af: Loader, David
Udgivet: (2005)

Derivatives : principles and practice /
af: Sundaram, Rangarajan K.
Udgivet: (2011)

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

Advanced equity derivatives : volatility and correlation /
af: Bossu, Sébastien
Udgivet: (2014)

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

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

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