Counterparty Risk And Funding
A Tale Of Two Puzzles
language: english
Publisher:
TAYLOR & FRANCIS LTD, December of 2020 ‧
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SYNOPSIS
This book 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 funding constraints. They explore
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9780367740061 |
| Publisher: | TAYLOR & FRANCIS LTD |
| Release Date: | December of 2020 |
| Language: | English |
| Dimensions: | 178 x 254 x 20 mm |
| Cover: | Softcover |
| Pages: | 388 |
| Format: | Book |
| Collection: | Chapman And Hall/Crc Financial Mathematics Series |
| Categories: |
Books in English
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Sociology
Books in English > Others |
| EAN: | 9780367740061 |