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

QR Code

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

Bibliographic Details
Main Authors:	Brigo, Damiano 1966- (Author), Morini, Massimo (Author), Pallavicini, Andrea (Author)
Format:	Book
Language:	English
Published:	Chichester, West Sussex Wiley c2013
Series:	Wiley finance
Subjects:	Credit derivatives > Mathematical models Credit > Mathematical models Finance > Mathematical models Financial risk > Mathematical models

Similar Items

Counterparty risk and funding a tale of two puzzles
by: Crepey, Stephane, et al.
Published: (2014)

Introduction to credit risk modeling
by: Bluhm, Christian, et al.
Published: (2010)

Quantitative methods for finance and investments [electronic resource]
by: Teall, John L. 1958-, et al.
Published: (2002)

Credit risk models and the Basel Accords
by: Deventer, Donald R. van 1951-, et al.
Published: (2003)

Measuring and managing credit risk
by: Servigny, Arnaud de, et al.
Published: (2004)

Stochastic dominance and applications to finance, risk and economics
by: Songsak Sriboonchitta
Published: (2010)

Counterparty credit risk and credit value adjustment a continuing challenge for global financial markets
by: Gregory, Jon 1971-, et al.
Published: (2012)

Anticipating correlations a new paradigm for risk management
by: Engle, R. F. (Robert F.)
Published: (2009)

Mathematics for finance : an introduction to financial engineering
by: Capianski, Marek , 1951-, et al.
Published: (2003)

Mathematical finance
by: Alhabeeb, M. J. 1954-
Published: (2012)

Encyclopedia of quantitative finance
by: Cont, Rama, et al.
Published: (2010)

Introduction to the economics and mathematics of financial markets
by: Cvitanic, Jaksa, et al.
Published: (2004)

Risk and financial management mathematical and computational methods
by: Tapiero, Charles S.
Published: (2004)

Rating based modeling of credit risk theory and application of migration matrices
by: Trueck, Stefan, et al.
Published: (2009)

Investment science
by: Luenberger, David G. 1937-
Published: (1998)

Financial modelling using Excel and VBA
by: Sengupta, Chandan
Published: (2004)

Derivatives the theory and practice of financial engineering
by: Wilmott, Paul
Published: (1998)

Asset markets, portfolio choice and macroeconomic activity a Keynesian perspective
by: Asada, Toichiro 1954-
Published: (2011)

Modelling under risk and uncertainty an introduction to statistical, phenomenological, and computational methods
by: Rocquigny, Etienne de
Published: (2012)

Advances in quantitative analysis of finance and accounting
Published: (2002)

Introduction to mathematical modeling through mathematica
by: Yahya Abu Hasan
Published: (2011)

Macroeconomic fluctuations and individual behaviour : the implications of real and nominal inertia
by: Ees, Hans van , 1955-
Published: (1991)

Extreme financial risks from dependence to risk management
by: Malevergne, Yannick, et al.
Published: (2006)

Efficient asset management a practical guide to stock portfolio optimization and asset allocation
by: Michaud, Richard O. 1941-
Published: (1998)

Stabilizing speculative commodity markets
by: Ghosh, S., et al.
Published: (1987)

Mechanistic modelling in pig and poultry production
by: Fisher, C., et al.
Published: (2006)

Income inequality and poverty methods of estimation and policy applications
by: Kakwani, Nanak C.
Published: (1980)

Simulation of ecological and environmental models
by: Acevedo, Miguel F.
Published: (2013)

Computational methods for heat and mass transfer
by: Majumdar, Pradip 1954-
Published: (2005)

Inflation, interest, and growth a synthesis
by: Brems, Hans
Published: (1980)

Paul Wilmott introduces quantitative finance
by: Wilmott, Paul
Published: (2001)

Markov learning models for multiperson interactions
by: Suppes, Patrick, et al.
Published: (1960)

Risk finance and asset pricing value, measurements, and markets
by: Tapiero, Charles S.
Published: (2010)

Handbook of food and bioprocess modeling techniques
by: Sablani, Shyam S.
Published: (2007)

Multi-scale modeling of structural concrete
by: Maekawa, Koichi 1938-, et al.
Published: (2009)

A practical guide for forecasting financial market volatility [electronic resource]
by: Poon, Ser-Huang
Published: (2005)

Analyzing animal societies quantitative methods for vertebrate social analysis
by: Whitehead, Hal
Published: (2008)

Manufacturing optimization through intelligent techniques
by: Saravanan, R. (Rajendran) 1964-
Published: (2006)

Essential quantitative methods a guide for business
by: Waters, C. D. J. (C. Donald J.) 1949-
Published: (1998)

Business models a strategic management approach
by: Afuah, Allan
Published: (2004)