Ebooks d'Andrea Pallavicini en PDF et EPUB

2 Livre(s)
Télécharger le livre : Counterparty Credit Risk, Collateral and Funding
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Counterparty Credit Risk, Collateral and Funding
Damiano Brigo , Massimo Morini , Andrea Pallavicini
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...

Editeur : Wiley
Parution : 2013-03-05
Collection : The Wiley Finance Series
PDF, ePub

81,23 €
Télécharger le livre : Credit Models and the Crisis
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Credit Models and the Crisis
Damiano Brigo , Andrea Pallavicini , Roberto Torresetti
The recent financial crisis has highlighted the need for better valuation models and risk management procedures, better understanding of structured products, and has called into question the actions of many financial institutions. It has become commonplace to blame the...

Editeur : Wiley
Parution : 2010-10-28
Collection : The Wiley Finance Series
PDF, ePub

35,76 €