Damiano Brigo
Жанры и тэги:
Counterparty Credit Risk, Collateral and Funding. With Pricing Cases For All Asset Classes
The book’s content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The n…
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Credit Models and the Crisis. A Journey into CDOs, Copulas, Correlations and Dynamic Models
The recent financial crisis has highlighted the need for better valuation models and risk management procedures, better understanding of structured pr…
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