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Counterparty Credit Risk And Credit Value Adjustment eBook

A Continuing Challenge For Global Financial Markets

by Jon Gregory
language: english
Publisher: WILEY, September of 2012 ‧
83,46€
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Suitable for market practitioners, policy makers, academics, and students, this title explains the emergence of counterparty risk and how financial institutions are developing capabilities for valuing it. It covers portfolio management and hedging of credit value adjustment, debit value adjustment, and wrong-way counterparty risks.

Counterparty Credit Risk And Credit Value Adjustment

A Continuing Challenge For Global Financial Markets

by Jon Gregory

Property Description
ISBN: 9781118316665
Publisher: WILEY
Release Date: September of 2012
Language: English
Format: eBook
File Format and Compatibility:
Categories: eBooks in English > Economics, Finance and Accounting > Finances
EAN: 9781118316665
Acessibilidade: Ver características de acessibilidade indicadas pelo editor