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Counterparty Credit Risk, Collateral and Funding
Language: en
Pages: 469
Authors: Damiano Brigo
Categories: Business & Economics
Type: BOOK - Published: 2013-04-22 - Publisher: John Wiley & Sons

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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 general
Modelling, Pricing, and Hedging Counterparty Credit Exposure
Language: en
Pages: 257
Authors: Giovanni Cesari
Categories: Business & Economics
Type: BOOK - Published: 2009-12-06 - Publisher: Springer Science & Business Media

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It was the end of 2005 when our employer, a major European Investment Bank, gave our team the mandate to compute in an accurate way the counterparty credit expo
Counterparty Credit Risk, Collateral and Funding
Language: en
Pages: 464
Authors: Damiano Brigo
Categories: Business & Economics
Type: BOOK - Published: 2013-03-05 - Publisher: John Wiley & Sons

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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
International Convergence of Capital Measurement and Capital Standards
Language: en
Pages: 294
Authors:
Categories: Bank capital
Type: BOOK - Published: 2004 - Publisher: Lulu.com

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Counterparty Credit Risk
Language: en
Pages: 449
Authors: Jon Gregory
Categories: Business & Economics
Type: BOOK - Published: 2011-09-07 - Publisher: John Wiley & Sons

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The first decade of the 21st Century has been disastrous for financial institutions, derivatives and risk management. Counterparty credit risk has become the ke