Counterparty Credit Risk, Collateral and Funding With Pricing Cases for All Asset Classes
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...
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Somerset
John Wiley & Sons, Incorporated
2013
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| Ausgabe: | 1st ed |
| Schriftenreihe: | The Wiley Finance Ser
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