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Chapman and Hall/CRC Financial Mathemati Counterparty Risk and Funding: A Tale of Two Puzzles, (Paperback)

Chapman and Hall/CRC Financial Mathemati Counterparty Risk and Funding: A Tale of Two Puzzles, (Paperback)

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Chapman and Hall/CRC Financial Mathemati Counterparty Risk and Funding: A Tale of Two Puzzles, (Paperback)

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Chapman and Hall/CRC Financial Mathemati Counterparty Risk and Funding: A Tale of Two Puzzles, (Paperback)
Author: CRC Press
ISBN: 9780367740061
Format: Paperback
Publication Date: 2020-12-18
Page Count: 388

Specs

Book format
Paperback
Fiction/nonfiction
Non-Fiction
Genre
Textbooks
Pub date
20201218
Pages
388
Subgenre
Probability & Statistics

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This book 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 on over-the-counter (OTC) derivative contracts under funding constraints. They explore

Chapman and Hall/CRC Financial Mathemati Counterparty Risk and Funding: A Tale of Two Puzzles, (Paperback)
Author: CRC Press
ISBN: 9780367740061
Format: Paperback
Publication Date: 2020-12-18
Page Count: 388

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Book format

Paperback

Fiction/nonfiction

Non-Fiction

Genre

Textbooks

Pub date

20201218

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