Modelling, Pricing, and Hedging Counterparty Credit

限定配送 Modelling, Pricing and Hedging Counterpa

This book will be an important reference for practitioners involved with managing portfolios sensitive to credit risk. Graduate students and

Credit Risk: Modeling, Valuation and Hedging: Modeling, Valuation And Hedging (Springer Finance)

Counterparty Credit Risk

Duration Hedged Share Classes of Goldman Sachs Funds

Credit Valuation Adjustment (CVA) - Overview, Formula, History

Counterparty risk: From crisis to reform

Pricing Jupyter notebooks – a Swiss Army Knife for Quants

8.2 Introduction to a credit risk measurement framework