Counterparty Risk and Funding : A Tale of Two Puzzles /

Bibliographic Details
Main Authors:	Crépey, Stéphane (Author), Bielecki, Tomasz R. (Author), Brigo, Damiano (Author)
Corporate Authors:	Taylor & Francis, Taylor and Francis
Format:	eBook
Language:	English
Published:	Boca Raton, FL : Taylor and Francis, an imprint of Chapman and Hall/CRC, [2020].
Edition:	First edition.
Series:	Chapman and Hall/CRC Financial Mathematics Series.
Subjects:	Credit derivatives > Mathematical models. Credit > Mathematical models. Finance > Mathematical models. Financial risk > Mathematical models. counterparty risk in portfolio credit modeling. counterparty risk on credit derivatives. credit, debt, funding, liquidity, and rating valuation adjustment. dynamic copula models of portfolio credit risk. dynamic valuation, mitigation, and hedging of bilateral counterparty risk on over-the-counter (OTC) derivative contracts. financial mathematics. Manage Portfolio Credit Risk. MATHEMATICS / General. MATHEMATICS / Probability & Statistics / General. risk embedded in financial transactions between the bank and its counterparty. Electronic books.
Online Access:	Connect to the full text of this electronic book

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