Boeken van Damiano Brigo
Damiano Brigo
Massimo Morini
Andrea Pallavicini
Counterparty Credit Risk, Collateral and Funding
€ 103,64
Damiano Brigo
Fabio Mercurio
Interest Rate Models - Theory and Practice
€ 156,99
This book explains how Interest-rate models work and shows how to implement them for concrete pricing. The revised 2nd edition of this book incorporates considerable new material, including sections on local-volatility dynamics, and on stochastic volatility models.
Meer
Stéphane Crépey
Tomasz R. Bielecki
Damiano Brigo
Counterparty Risk and Funding
€ 79,05
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. Meer
Counterparty Risk and Funding: A Tale of Two Puzzles explains how to study risk embedded in financial transactions between the bank and its counterparty. Meer
Damiano Brigo€ 103,64
Damiano Brigo€ 156,99
Stéphane Crépey€ 79,05