|
|
|
|
| LEADER |
00000cam a2200000 7i4500 |
| 001 |
0000090806 |
| 005 |
20170621093000.0 |
| 008 |
170529s2014 flu eng |
| 020 |
|
|
|a 9781466516458
|
| 050 |
0 |
0 |
|a HG106
|b .C74 2014
|
| 090 |
0 |
0 |
|a HG106
|b .C74 2014
|
| 100 |
1 |
|
|a Crepey, Stephane ,
|e author
|
| 245 |
1 |
0 |
|a Counterparty risk and funding :
|b a tale of two puzzles
|c Stephane Crepey and Tomasz R. Bielecki
|
| 260 |
|
|
|a Boca Raton, Florida :
|b CRC Press, Chapman & Hall ,
|c c2014
|
| 300 |
|
|
|a xxi, 365 p. :
|b ill. (some col.) ;
|c 26 cm.
|
| 504 |
|
|
|a Includes bibliographical references (p.343 - 355) and index
|
| 505 |
0 |
|
|a 1. Financial landscape -- 2. Model-free developments -- 3. Reduced-form BSDE modeling -- 4. Dynamic copula models -- 5. Further developments -- 6. Mathematical appendix
|
| 650 |
|
0 |
|a Credit derivatives
|x Mathematical models
|
| 650 |
|
0 |
|a Credit
|x Mathematical models
|
| 650 |
|
0 |
|a Finance
|x Mathematical models
|
| 650 |
|
0 |
|a Financial risk
|x Mathematical models
|
| 700 |
1 |
|
|a Bielecki, Tomasz R. ,
|d 1955- ,
|e author
|
| 700 |
1 |
|
|a Brigo, Damiano ,
|d 1966- ,
|e author
|
| 999 |
|
|
|a 1000168270
|b Book
|c OPEN SHELF (30 DAYS)
|e Gong Badak Campus
|