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Counterparty Risk and Funding: A Tale of Two Puzzles (Chapman and Hall/CRC Financial Mathematics Series)

Stéphane Crépey, Tomasz R. Bielecki, Damiano Brigo




[PDF.qc68] Counterparty Risk and Funding: A Tale of Two Puzzles (Chapman and Hall/CRC Financial Mathematics Series)

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 | #2533664 in eBooks |  2014-06-23 |  2014-06-23 | File type: PDF

|| ||"… a fresh take on mitigation of counterparty risk … [the book] gives a ground-up approach for analysis and managing of risks associated with non-payment of promised cash flows due to the default by a party in an over-the-counter derivative tran

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 of bilateral counterparty risk on over-the-counter (OTC) derivative contracts under ...

You easily download any file type for your gadget.Counterparty Risk and Funding: A Tale of Two Puzzles (Chapman and Hall/CRC Financial Mathematics Series)   |  Stéphane Crépey, Tomasz R. Bielecki, Damiano Brigo. A good, fresh read, highly recommended.

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