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  • COUNTERPARTY RISK AND FUNDING
    ebook
    COUNTERPARTY RISK AND FUNDING
    STÉPHANE CRÉPEY / TOMASZ R. BIELECKI / DAMIANO BRIGO
    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 methodology of dynamic valuation, mitigation, and hedging of bilateral counterparty risk...

    $1,360.00

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