Tomasz R. Bielecki – författare
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13 produkter
Counterparty Risk and Funding
A Tale of Two Puzzles
Av Stéphane Crépey, Tomasz R. Bielecki m. fl.
Häftad, 2020
798 kr
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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 …
Structured Dependence between Stochastic Processes
Av Tomasz R. Bielecki, Jacek Jakubowski m. fl.
Inbunden, 2020
1970 kr
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The relatively young theory of structured dependence between stochastic processes has many real-life applications in areas including finance, insurance, seismology, neuroscience, and genetics. With this monograph, the first to be devoted to the modeling of structured dependence between random …
Counterparty Risk and Funding
A Tale of Two Puzzles
Av Stéphane Crépey, Tomasz R. Bielecki m. fl.
Inbunden, 2014
3129 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 2003
Av Tomasz R. Bielecki, Tomas Björk m. fl.
Häftad, 2004
498 kr
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The Paris-Princeton Lectures in Financial Mathematics, of which this is the second volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can …
Stochastic Methods in Finance
Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003
Av Kerry Back, Tomasz R. Bielecki m. fl.
Häftad, 2004
551 kr
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This volume includes the five lecture courses given at the CIME-EMS School on "Stochastic Methods in Finance" held in Bressanone/Brixen, Italy 2003. It deals with innovative methods, mainly from stochastic analysis, that play a fundamental role in the mathematical modelling of finance and …
Paris-Princeton Lectures on Mathematical Finance 2003
Av Wei Xiong, Jose A. Scheinkman m. fl.
E-bok, 2004
652 kr
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The Paris-Princeton Lectures in Financial Mathematics , of which this is the second volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can …
Stochastic Methods in Finance
Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003
Av Walter Schachermayer, Shige Peng m. fl.
E-bok, 2004
712 kr
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This volume includes the five lecture courses given at the CIME-EMS School on "Stochastic Methods in Finance" held in Bressanone/Brixen, Italy 2003. It deals with innovative methods, mainly from stochastic analysis, that play a fundamental role in the mathematical modelling of finance and …
Credit Risk: Modeling, Valuation and Hedging
Av Tomasz R. Bielecki, Marek Rutkowski
Inbunden, 2001
1316 kr
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Mathematical finance and financial engineering have been rapidly expanding fields of science over the past three decades. The main reason behind this phenomenon has been the success of sophisticated quantitative methodolo gies in helping professionals manage financial risks. It is expected that …
Credit Risk: Modeling, Valuation and Hedging
Av Tomasz R. Bielecki, Marek Rutkowski
Häftad, 2010
1316 kr
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Mathematical finance and financial engineering have been rapidly expanding fields of science over the past three decades. The main reason behind this phenomenon has been the success of sophisticated quantitative methodolo gies in helping professionals manage financial risks. It is expected that …
Credit Risk: Modeling, Valuation and Hedging
Av Marek Rutkowski, Tomasz R. Bielecki
E-bok, 2013
1785 kr
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Mathematical finance and financial engineering have been rapidly expanding fields of science over the past three decades. The main reason behind this phenomenon has been the success of sophisticated quantitative methodolo gies in helping professionals manage financial risks. It is expected that …
Credit Risk: Modeling, Valuation and Hedging
Av Tomasz R. Bielecki, Marek Rutkowski
2014
667 kr
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