Copertina

Codice QR

Counterparty credit risk the new challenge for global financial markets /

Salvato in:

Dettagli Bibliografici
Autore principale:	Gregory, Jon, Ph. D.
Ente Autore:	ebrary, Inc
Natura:	Elettronico eBook
Lingua:	inglese
Pubblicazione:	Chichester, U.K. : Wiley, c2010.
Serie:	Wiley finance series.
Soggetti:	Derivative securities > Mathematical models. Risk management. Electronic books.
Accesso online:	An electronic book accessible through the World Wide Web; click to view
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

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

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

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

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

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

Credit derivatives investing and risk management /
di: Chaplin, Geoff
Pubblicazione: (2010)

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

Derivatives, risk management & value
di: Bellalah, Mondher
Pubblicazione: (2010)

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

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

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

Arbitrage theory in continuous time
di: Björk, Tomas
Pubblicazione: (2009)

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

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

Hedging derivatives
di: Rheinländer, Thorsten
Pubblicazione: (2011)

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

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

Managing risks with derivatives
Pubblicazione: (2007)

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

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

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

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

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

Structured credit products credit derivatives and synthetic securitisation /
di: Choudhry, Moorad
Pubblicazione: (2010)

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

Credit correlation life after copulas /
Pubblicazione: (2008)

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

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

Financial derivatives : pricing application and mathematics /
di: Baz, Jamil
Pubblicazione: (2004)

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

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

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

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

Clearing and settlement of derivatives
di: Loader, David
Pubblicazione: (2005)

Derivatives : principles and practice /
di: Sundaram, Rangarajan K.
Pubblicazione: (2011)

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

Advanced equity derivatives : volatility and correlation /
di: Bossu, Sébastien
Pubblicazione: (2014)

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

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

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