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)

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)

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

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)

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

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

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)

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

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

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

Financial mathematics for social sciences
by: Puspa Liza Ghazali, et al.
Published: (2025)

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)

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)

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

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

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

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

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)

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

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)

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

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)