Counterparty Risk And Funding A Tale of Two Puzzles
Counterparty Risk and Funding: A Tale of Two Puzzles (Repost) eBooks & eLearning
Posted by leonardo78 at Aug. 23, 2019
Counterparty Risk and Funding: A Tale of Two Puzzles by Stéphane Crépey, Tomasz R. Bielecki, Damiano Brigo
Language: English | 2014 | ISBN: 1466516453 | 388 pages | PDF | 31,1 MB
Language: English | 2014 | ISBN: 1466516453 | 388 pages | PDF | 31,1 MB
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.