Counterparty Credit Risk And Credit Value Adjustment
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Language: en
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Type: BOOK - Published: 2011-09-07 - Publisher: John Wiley & Sons
The first decade of the 21st Century has been disastrous for financial institutions, derivatives and risk management. Counterparty credit risk has become the ke
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Type: BOOK - Published: 2013-03-05 - Publisher: John Wiley & Sons
The book’s content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new gener
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Pages: 496
Pages: 496
Type: BOOK - Published: 2015-10-26 - Publisher: John Wiley & Sons
A detailed, expert-driven guide to today's major financial point of interest The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital is a
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Pages: 294
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Type: BOOK - Published: 2004 - Publisher: Lulu.com
Language: en
Pages: 609
Pages: 609
Type: BOOK - Published: 2008-10-08 - Publisher: World Scientific
This book is a collection of original papers by Robert Jarrow that contributed to significant advances in financial economics. Divided into three parts, Part I