Búsqueda de LIBROS DEL AUTOR: stephane crepey

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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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  • XVA ANALYSIS
    ebook
    XVA ANALYSIS
    STÉPHANE CRÉPEY
    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 (wealth transfers), stochastic analysis (enlargement of filtration and BSDEs), and n...

    $2,920.00

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