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QR Kodea

Counterparty credit risk, collateral and funding with pricing cases for all asset classes /

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Xehetasun bibliografikoak
Egile nagusia:	Brigo, Damiano
Erakunde egilea:	ebrary, Inc
Beste egile batzuk:	Pallavicini, Andrea, Morini, Massimo
Formatua:	Baliabide elektronikoa eBook
Hizkuntza:	ingelesa
Argitaratua:	Chichester, England : Wiley, c2013.
Saila:	Wiley finance series.
Gaiak:	Finance > Mathematical models. Credit > Mathematical models. Credit derivatives > Mathematical models. Financial risk > Mathematical models. Electronic books.
Sarrera elektronikoa:	An electronic book accessible through the World Wide Web; click to view
Etiketak:	Etiketa erantsi Etiketarik gabe, Izan zaitez lehena erregistro honi etiketa jartzen!

Antzeko izenburuak

Credit models and the crisis a journey into CDOs, Copulas, correlations and dynamic models /
nork: Brigo, Damiano, 1966-
Argitaratua: (2010)

Econometrics and risk management
Argitaratua: (2008)

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

Mathematical techniques in finance tools for incomplete markets /
nork: Černý, Aleš, 1971-
Argitaratua: (2009)

Credit risk spreads in local and foreign currencies
nork: Galai, Dan
Argitaratua: (2009)

Counterparty credit risk the new challenge for global financial markets /
nork: Gregory, Jon, Ph. D.
Argitaratua: (2010)

Credit market in Morocco a disequilibrium approach /
nork: Allain, Laurence
Argitaratua: (2009)

Mathematical methods for finance : tools for asset and risk management /
nork: Focardi, Sergio M.
Argitaratua: (2013)

Recent advances in credit risk modeling
nork: Capuano, Christian, 1975-
Argitaratua: (2009)

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

Bayesian risk management : a guide to model risk and sequential learning in financial markets /
nork: Sekerke, Matt
Argitaratua: (2015)

Advanced analytical models over 800 models and 300 applications from the Basel II Accord to Wall Street and beyond /
nork: Mun, Johnathan
Argitaratua: (2008)

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

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

Financial markets and the real economy /
Argitaratua: (2006)

Anticipating correlations a new paradigm for risk management /
nork: Engle, R. F. (Robert F.)
Argitaratua: (2009)

New series
Argitaratua: (2004)

GARCH models structure, statistical inference, and financial applications /
nork: Francq, Christian
Argitaratua: (2010)

Advances in quantitative analysis of finance and accounting.
Argitaratua: (2006)

Fundamental models in financial theory /
nork: Peleg, Doron, 1952-
Argitaratua: (2014)

The mathematics of financial modeling and investment management /
nork: Focardi, Sergio M.
Argitaratua: (2004)

Advanced financial modelling
Argitaratua: (2009)

Linear factor models in finance
Argitaratua: (2005)

Dynamic copula methods in finance
Argitaratua: (2011)

The volatility costs of procyclical lending standards an assessment using a DSGE model /
nork: Gruss, Bertrand
Argitaratua: (2009)

Financial modelling in practice a concise guide for intermediate and advanced level /
nork: Rees, Michael, 1964-
Argitaratua: (2008)

Funds : private equity, hedge and all core structures /
nork: Hudson, Matthew
Argitaratua: (2014)

Stochastic simulation and applications in finance with MATLAB programs
nork: Huynh, Huu Tue
Argitaratua: (2008)

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

Extreme events in finance : a handbook of extreme value theory and its applications /
Argitaratua: (2017)

Haskell financial data modeling and predictive analytics /
nork: Ryzhov, Pavel
Argitaratua: (2013)

Handbook in Monte Carlo simulation : applications in financial engineering, risk management, and economics /
nork: Brandimarte, Paolo
Argitaratua: (2014)

Risk finance and asset pricing value, measurements, and markets /
nork: Tapiero, Charles S.
Argitaratua: (2010)

Numerical methods in finance /
Argitaratua: (2010)

Copula methods in finance
nork: Cherubini, Umberto
Argitaratua: (2004)

Non-Gaussian Merton-Black-Scholes theory
nork: Boyarchenko, Svetlana I.
Argitaratua: (2002)

A workout in computational finance
nork: Aichinger, Michael, 1979-
Argitaratua: (2013)

Financial modeling in excel /
nork: Fairhurst, Danielle Stein
Argitaratua: (2017)

Quantitative finance for physicists an introduction /
nork: Schmidt, Anatoly B.
Argitaratua: (2005)

An introduction to wavelet theory in finance a wavelet multiscale approach /
nork: In, Francis
Argitaratua: (2013)