Damiano Brigo – författare
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17 produkter
Counterparty Risk and Funding
A Tale of Two Puzzles
Av Stéphane Crépey, Tomasz R. Bielecki m. fl.
Häftad, 2020
793 kr
Lägg i varukorg
Solve the DVA/FVA Overlap Issue and Effectively Manage Portfolio Credit RiskCounterparty 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 …
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
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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 Risk Frontiers
Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity
Av Frederic Patras, Damiano Brigo m. fl.
E-bok, 2011
592 kr
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A timely guide to understanding and implementing credit derivatives Credit derivatives are here to stay and will continue to play a role in finance in the future. But what will that role be? What issues and challenges should be addressed? And what lessons can be learned from the credit mess? Credit …
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 Risk and Funding
A Tale of Two Puzzles
Av Stéphane Crépey, Tomasz R. Bielecki m. fl.
Inbunden, 2014
3110 kr
Lägg i varukorg
Solve the DVA/FVA Overlap Issue and Effectively Manage Portfolio Credit RiskCounterparty 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 …
Counterparty Risk and Funding
A Tale of Two Puzzles
Av Damiano Brigo, Tomasz R. Bielecki m. fl.
E-bok, 2014
942 kr
Lägg i varukorg
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 …
Counterparty Risk and Funding
A Tale of Two Puzzles
Av Damiano Brigo, Tomasz R. Bielecki m. fl.
E-bok, 2014
942 kr
Lägg i varukorg
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 …
Credit Risk Frontiers
Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity
Av Tomasz Bielecki, Damiano Brigo m. fl.
Inbunden, 2011
684 kr
Lägg i varukorg
Interest Rate Models - Theory and Practice
With Smile, Inflation and Credit
Av Damiano Brigo, Fabio Mercurio
Inbunden, 2006
1577 kr
Lägg i varukorg
The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on the calibration …
Interest Rate Models - Theory and Practice
With Smile, Inflation and Credit
Av Fabio Mercurio, Damiano Brigo
E-bok, 2007
1948 kr
Lägg i varukorg
The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on the calibration …
Interest Rate Models Theory and Practice
Av Fabio Mercurio, Damiano Brigo
E-bok, 2013
1174 kr
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The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on the calibration …
Interest Rate Models - Theory and Practice
With Smile, Inflation and Credit
Av Damiano Brigo, Fabio Mercurio
Häftad, 2016
1532 kr
Lägg i varukorg
The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on the calibration …
