Counterparty credit risk and hybrid models: interest rates, commodities, equity and FX

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 theory that is required for this methodology is developed from scratch, leading to a consistent and comprehensive framework for counte...

Ausführliche Beschreibung

Bibliographische Detailangaben

Hauptverfasser:	Brigo, Damiano, Morini, Massimo, Pallavicini, Andrea
Format:	Buch
Sprache:	eng
Schlagworte:	Credit analysis Evaluation Risk assessment
Online-Zugang:	Volltext
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