DAMIANO BRIGO
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Advanced Counterparty Risk Modeling, Valuation and Hedging

Advanced Counterparty Risk Modeling, Valuation and Hedging

4.00

Autor: Damiano Brigo

Wydawnictwo: CRC Press Inc.
ISBN: 9781466516458
Kategoria: Naukowe, popularnonaukowe
Solve the DVA/FVA Overlap Issue and Effectively Manage Portfolio Credit Risk Counterparty Risk and Funding: A Tale of Two Puzzles explains how to study risk embedded in financial transactions between the bank and its counterparty. The authors provide an analytical basis for the quantitative methodology of dynamic valuation, mitigation, and hedging...
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