Counterparty credit risk, collateral and funding with pricing cases for all asset classes /
Shranjeno v:
Glavni avtor: | Brigo, Damiano |
---|---|
Korporativna značnica: | ebrary, Inc |
Drugi avtorji: | Pallavicini, Andrea, Morini, Massimo |
Format: | Elektronski eKnjiga |
Jezik: | angleščina |
Izdano: |
Chichester, England :
Wiley,
c2013.
|
Serija: | Wiley finance series.
|
Teme: | |
Online dostop: | An electronic book accessible through the World Wide Web; click to view |
Oznake: |
Označite
Brez oznak, prvi označite!
|
Podobne knjige/članki
Credit models and the crisis a journey into CDOs, Copulas, correlations and dynamic models /
od: Brigo, Damiano, 1966-
Izdano: (2010)
od: Brigo, Damiano, 1966-
Izdano: (2010)
Econometrics and risk management
Izdano: (2008)
Izdano: (2008)
Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives /
od: Gregory, Jon
Izdano: (2014)
od: Gregory, Jon
Izdano: (2014)
Mathematical techniques in finance tools for incomplete markets /
od: Černý, Aleš, 1971-
Izdano: (2009)
od: Černý, Aleš, 1971-
Izdano: (2009)
Credit risk spreads in local and foreign currencies
od: Galai, Dan
Izdano: (2009)
od: Galai, Dan
Izdano: (2009)
Counterparty credit risk the new challenge for global financial markets /
od: Gregory, Jon, Ph. D.
Izdano: (2010)
od: Gregory, Jon, Ph. D.
Izdano: (2010)
Credit market in Morocco a disequilibrium approach /
od: Allain, Laurence
Izdano: (2009)
od: Allain, Laurence
Izdano: (2009)
Mathematical methods for finance : tools for asset and risk management /
od: Focardi, Sergio M.
Izdano: (2013)
od: Focardi, Sergio M.
Izdano: (2013)
Recent advances in credit risk modeling
od: Capuano, Christian, 1975-
Izdano: (2009)
od: Capuano, Christian, 1975-
Izdano: (2009)
Counterparty credit risk and credit value adjustment a continuing challenge for global financial markets /
od: Gregory, Jon, Ph. D.
Izdano: (2012)
od: Gregory, Jon, Ph. D.
Izdano: (2012)
Bayesian risk management : a guide to model risk and sequential learning in financial markets /
od: Sekerke, Matt
Izdano: (2015)
od: Sekerke, Matt
Izdano: (2015)
Advanced analytical models over 800 models and 300 applications from the Basel II Accord to Wall Street and beyond /
od: Mun, Johnathan
Izdano: (2008)
od: Mun, Johnathan
Izdano: (2008)
Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market /
od: Tang, Yi
Izdano: (2007)
od: Tang, Yi
Izdano: (2007)
The xVA challenge : counterparty credit risk, funding, collateral, and capital /
od: Gregory, Jon, 1971-
Izdano: (2015)
od: Gregory, Jon, 1971-
Izdano: (2015)
Financial markets and the real economy /
Izdano: (2006)
Izdano: (2006)
Anticipating correlations a new paradigm for risk management /
od: Engle, R. F. (Robert F.)
Izdano: (2009)
od: Engle, R. F. (Robert F.)
Izdano: (2009)
New series
Izdano: (2004)
Izdano: (2004)
Advances in quantitative analysis of finance and accounting.
Izdano: (2006)
Izdano: (2006)
GARCH models structure, statistical inference, and financial applications /
od: Francq, Christian
Izdano: (2010)
od: Francq, Christian
Izdano: (2010)
Fundamental models in financial theory /
od: Peleg, Doron, 1952-
Izdano: (2014)
od: Peleg, Doron, 1952-
Izdano: (2014)
The mathematics of financial modeling and investment management /
od: Focardi, Sergio M.
Izdano: (2004)
od: Focardi, Sergio M.
Izdano: (2004)
Advanced financial modelling
Izdano: (2009)
Izdano: (2009)
Linear factor models in finance
Izdano: (2005)
Izdano: (2005)
Dynamic copula methods in finance
Izdano: (2011)
Izdano: (2011)
The volatility costs of procyclical lending standards an assessment using a DSGE model /
od: Gruss, Bertrand
Izdano: (2009)
od: Gruss, Bertrand
Izdano: (2009)
Financial modelling in practice a concise guide for intermediate and advanced level /
od: Rees, Michael, 1964-
Izdano: (2008)
od: Rees, Michael, 1964-
Izdano: (2008)
Stochastic simulation and applications in finance with MATLAB programs
od: Huynh, Huu Tue
Izdano: (2008)
od: Huynh, Huu Tue
Izdano: (2008)
Funds : private equity, hedge and all core structures /
od: Hudson, Matthew
Izdano: (2014)
od: Hudson, Matthew
Izdano: (2014)
Extreme events in finance : a handbook of extreme value theory and its applications /
Izdano: (2017)
Izdano: (2017)
Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices /
od: Chan-Lau, Jorge A.
Izdano: (2006)
od: Chan-Lau, Jorge A.
Izdano: (2006)
Risk finance and asset pricing value, measurements, and markets /
od: Tapiero, Charles S.
Izdano: (2010)
od: Tapiero, Charles S.
Izdano: (2010)
Handbook in Monte Carlo simulation : applications in financial engineering, risk management, and economics /
od: Brandimarte, Paolo
Izdano: (2014)
od: Brandimarte, Paolo
Izdano: (2014)
Haskell financial data modeling and predictive analytics /
od: Ryzhov, Pavel
Izdano: (2013)
od: Ryzhov, Pavel
Izdano: (2013)
Copula methods in finance
od: Cherubini, Umberto
Izdano: (2004)
od: Cherubini, Umberto
Izdano: (2004)
Non-Gaussian Merton-Black-Scholes theory
od: Boyarchenko, Svetlana I.
Izdano: (2002)
od: Boyarchenko, Svetlana I.
Izdano: (2002)
Numerical methods in finance /
Izdano: (2010)
Izdano: (2010)
A workout in computational finance
od: Aichinger, Michael, 1979-
Izdano: (2013)
od: Aichinger, Michael, 1979-
Izdano: (2013)
Financial modeling in excel /
od: Fairhurst, Danielle Stein
Izdano: (2017)
od: Fairhurst, Danielle Stein
Izdano: (2017)
Quantitative finance for physicists an introduction /
od: Schmidt, Anatoly B.
Izdano: (2005)
od: Schmidt, Anatoly B.
Izdano: (2005)
An introduction to wavelet theory in finance a wavelet multiscale approach /
od: In, Francis
Izdano: (2013)
od: In, Francis
Izdano: (2013)
Podobne knjige/članki
-
Credit models and the crisis a journey into CDOs, Copulas, correlations and dynamic models /
od: Brigo, Damiano, 1966-
Izdano: (2010) -
Econometrics and risk management
Izdano: (2008) -
Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives /
od: Gregory, Jon
Izdano: (2014) -
Mathematical techniques in finance tools for incomplete markets /
od: Černý, Aleš, 1971-
Izdano: (2009) -
Credit risk spreads in local and foreign currencies
od: Galai, Dan
Izdano: (2009)