Stéphane Crépey – författare
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12 produkter
Counterparty Risk and Funding
A Tale of Two Puzzles
Av Stéphane Crépey, Tomasz R. Bielecki m. fl.
Häftad, 2020
794 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 …
XVA Analysis
Probabilistic, Risk Measure, and Machine Learning Issues
E-bok, 2026
1714 kr
Lägg i varukorg
XVA Analysis: Probabilistic, Risk Measure, and Machine Learning Issues offers readers an up-to-date and comprehensive exploration of the X-Value Adjustment (XVA) universe and of the embedded risk measure issues inherent within it. The book tackles this subject through the triple lens of finance …
XVA Analysis
Probabilistic, Risk Measure, and Machine Learning Issues
E-bok, 2026
1714 kr
Lägg i varukorg
XVA Analysis: Probabilistic, Risk Measure, and Machine Learning Issues offers readers an up-to-date and comprehensive exploration of the X-Value Adjustment (XVA) universe and of the embedded risk measure issues inherent within it. The book tackles this subject through the triple lens of finance …
XVA Analysis
Probabilistic, Risk Measure, and Machine Learning Issues
Inbunden, 2026
1830 kr
Lägg i varukorg
XVA Analysis: Probabilistic, Risk Measure, and Machine Learning Issues offers readers an up-to-date and comprehensive exploration of the X-Value Adjustment (XVA) universe and of the embedded risk measure issues inherent within it.
Counterparty Risk and Funding
A Tale of Two Puzzles
Av Stéphane Crépey, Tomasz R. Bielecki m. fl.
Inbunden, 2014
3117 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 …
Paris-Princeton Lectures on Mathematical Finance 2010
Av Areski Cousin, Stéphane Crépey m. fl.
Häftad, 2010
552 kr
Lägg i varukorg
The Paris-Princeton Lectures in Financial Mathematics, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialists - established or on the rise! The aim is to produce a series of articles that can serve as an introductory …
Paris-Princeton Lectures on Mathematical Finance 2010
Av Peter Tankov, Pierre-Louis Lions m. fl.
E-bok, 2010
718 kr
Lägg i varukorg
The Paris-Princeton Lectures in Financial Mathematics, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialists - established or on the rise! The aim is to produce a series of articles that can serve as an introductory …
Financial Modeling
A Backward Stochastic Differential Equations Perspective
Inbunden, 2013
878 kr
Lägg i varukorg
Backward stochastic differential equations (BSDEs) provide a general mathematical framework for solving pricing and risk management questions of financial derivatives. They are of growing importance for nonlinear pricing problems such as CVA computations that have been developed since the crisis. …
Financial Modeling
A Backward Stochastic Differential Equations Perspective
E-bok, 2013
880 kr
Lägg i varukorg
Backward stochastic differential equations (BSDEs) provide a general mathematical framework for solving pricing and risk management questions of financial derivatives. They are of growing importance for nonlinear pricing problems such as CVA computations that have been developed since the crisis. …
Financial Modeling
A Backward Stochastic Differential Equations Perspective
Häftad, 2015
660 kr
Lägg i varukorg
Backward stochastic differential equations (BSDEs) provide a general mathematical framework for solving pricing and risk management questions of financial derivatives. They are of growing importance for nonlinear pricing problems such as CVA computations that have been developed since the crisis. …
