Counterparty risk and funding : a tale of two puzzles /

Financial Landscape A Galilean Dialogue on Counterparty Risk, CVA, DVA, Multiple Curves, Collateral, and Funding To the Discerning Reader The First Day The Second Day The Third Day The Fourth Day The Whys of the LOIS Financial Setup Indifference Valuation Model LOIS Formula Numerical Study Model-Fre...

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Bibliographic Details

Main Authors:	Crépey, Stéphane (Author), Bielecki, Tomasz R., 1955- (Author)
Corporate Author:	Taylor & Francis
Format:	eBook
Language:	English
Published:	Boca Raton, FL : CRC Press, [2014]
Series:	Chapman & Hall/CRC financial mathematics series.
Subjects:	Finance > Mathematical models. Credit > Mathematical models. Credit derivatives > Mathematical models. Financial risk > Mathematical models. Finances > Modèles mathématiques. Crédit > Modèles mathématiques. Instruments dérivés de crédit > Modèles mathématiques. Risque financier > Modèles mathématiques. BUSINESS & ECONOMICS > Finance. Finance > Mathematical models Credit > Mathematical models Electronic books.
Online Access:	Connect to the full text of this electronic book