Counterparty Risk And Funding
A Tale Of Two Puzzles
idioma: inglês
Editor:
TAYLOR & FRANCIS LTD, dezembro de 2020 ‧
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68,93€
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SINOPSE
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
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9780367740061 |
| Editor: | TAYLOR & FRANCIS LTD |
| Data de Lançamento: | dezembro de 2020 |
| Idioma: | Inglês |
| Dimensões: | 178 x 254 x 20 mm |
| Encadernação: | Capa mole |
| Páginas: | 388 |
| Tipo de produto: | Livro |
| Coleção: | Chapman And Hall/Crc Financial Mathematics Series |
| Classificação Temática: |
Livros em Inglês
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Ciências Sociais e Humanas
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Sociologia
Livros em Inglês > Outros |
| EAN: | 9780367740061 |
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