Andrea Pallavicini – författare
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6 produkter
Counterparty Credit Risk, Collateral and Funding
With Pricing Cases For All Asset Classes
Av Andrea Pallavicini, Massimo Morini m. fl.
E-bok, 2013
1192 kr
Lägg i varukorg
The book''s content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new general theory that is required for this methodology is developed from scratch, leading to a consistent and comprehensive framework for …
Counterparty Credit Risk, Collateral and Funding
With Pricing Cases For All Asset Classes
Av Andrea Pallavicini, Massimo Morini m. fl.
E-bok, 2013
1192 kr
Lägg i varukorg
The book''s content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new general theory that is required for this methodology is developed from scratch, leading to a consistent and comprehensive framework for …
Credit Models and the Crisis
A Journey into CDOs, Copulas, Correlations and Dynamic Models
Av Damiano Brigo, Andrea Pallavicini m. fl.
Häftad, 2010
454 kr
Lägg i varukorg
The recent financial crisis has highlighted the need for better valuation models and risk management procedures, better understanding of structured products, and has called into question the actions of many financial institutions. It has become commonplace to blame the inadequacy of credit risk …
Credit Models and the Crisis
A Journey into CDOs, Copulas, Correlations and Dynamic Models
Av Roberto Torresetti, Andrea Pallavicini m. fl.
E-bok, 2010
391 kr
Lägg i varukorg
The recent financial crisis has highlighted the need for better valuation models and risk management procedures, better understanding of structured products, and has called into question the actions of many financial institutions. It has become commonplace to blame the inadequacy of credit risk …
Counterparty Credit Risk, Collateral and Funding
With Pricing Cases For All Asset Classes
Av Damiano Brigo, Massimo Morini m. fl.
Inbunden, 2013
1014 kr
Lägg i varukorg
The book's content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new general theory that is required for this methodology is developed from scratch, leading to a consistent and comprehensive framework for …
Credit Models and the Crisis
A Journey into CDOs, Copulas, Correlations and Dynamic Models
Av Roberto Torresetti, Andrea Pallavicini m. fl.
E-bok, 2010
391 kr
Lägg i varukorg
The recent financial crisis has highlighted the need for better valuation models and risk management procedures, better understanding of structured products, and has called into question the actions of many financial institutions. It has become commonplace to blame the inadequacy of credit risk …