Isbn: 9787522014098 - Counterparty and Funding: a Tale of Two Mysteries(chinese Edition) (1 results)

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Counterparty and Funding: A Tale of Two Mysteries(Chinese Edition)
[ FA ] SI TE FAN KE LEI PEI . MEI ] TUO MA SI BI LAI SI JI ( Tomasz R.Bielecki ) . [ YING ] DA MI YA NUO BU LI GE ( Damiano Brigo ) . ZHANG CHAO YANG YI
Language: English
Published by China Financial Press, 2022
7522014093 / 9787522014098
- Softcover
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paperback. Condition: New. Paperback.Pub Date:2022-02-01 Pages:344 Language:Chinese Publisher:China Financial Publishing House Counterparties and Financing: A Tale of Two Mysteries Features: Analysis of counterparty risk. financing and their interaction presentation How to solve the DVA/FVA overlap problem A dynamic Copula model of portfolio credit risk is proposed. including the Markov-Copula resonance model. which provides a unified view of financing and counterparty risk models based on marked default times. Content.…