站内
百度
高级
高级
帖子
附件
文献
问答
用户名
AI对话
我要发帖
新闻
研报
金融
宏观
结果:找到“credit value adjustment”相关内容9个,排序为按回复时间降序,搜索更多相关帖子请点击“
高级
”
Counterparty Credit Risk and Credit Value Adjustment 无乱码哟
7 个回复 - 3811 次查看
Counterparty Credit Risk and Credit Value Adjustment by Jon Gregory, 第二版。网上常见的版本好多页都有乱码(比如p.23 figure 3.1), 因为做东西要用这本书,自己专门从willey网站付费下的。
2014-6-25 09:49 -
crazy8book
-
金融学(理论版)
Counterparty Credit Risk and Credit Value Adjustment
23 个回复 - 6916 次查看
Counterparty Credit Risk and Credit Value Adjustment 2nd Edition by Jon Gregory
2013-11-11 21:25 -
oswan
-
金融工程(数量金融)与金融衍生品
求:Counterparty Credit Risk and Credit Value Adjustment
5 个回复 - 1590 次查看
作 者: Gregory | Jon
2013-4-19 16:13 -
鬼斧神工3
-
求助成功区
Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for
13 个回复 - 5172 次查看
【作者(必填)】 Jon Gregory 【文题(必填)】 Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Marketshttp://bbs.pinggu.org/forum.php?mod=post&action=n ...
2013-5-11 13:07 -
johnzi0128
-
求助成功区
Counterparty Credit risk and
credit
value
adjustment
,Second edition
4 个回复 - 2556 次查看
Counterparty Credit risk and
credit
value
adjustment
, Second edition. (2012)
2014-6-25 17:42 -
tkning
-
金融工程(数量金融)与金融衍生品
Reflecting
credit
and funding
adjustment
s in fair
value
1 个回复 - 1476 次查看
2014-7-15 11:14 -
liyuheng@MQF
-
量化投资
关于CVA(
credit
value
adjustment
)计算的问题~
0 个回复 - 1206 次查看
之前学习FRM,关于计算期初一次性计付CVA的时候,是说先计算出每一个时刻的EL,然后再把每个时刻的EL折算到零时刻,相加即可。这里EL = LGD * EE * PD,想问的是这个PD为什么是边际违约概率?应该咋理解?是不是还有 ...
2021-3-14 22:00 -
四条眉
-
金融工程(数量金融)与金融衍生品
Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge
0 个回复 - 1459 次查看
Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Markets pdf下载 A practical guide to counterparty risk management and
credit
value
adjustment
from ...
2016-10-19 20:41 -
浪子彦青
-
休闲灌水
求书 counterparty
credit
risk and
credit
value
adjustment
2 个回复 - 2640 次查看
书名:counterparty
credit
risk and
credit
value
adjustment
: a continuing challenge for global financial markets, 2nd edition,2012 作者:Jon Gregory 跪求,谢谢!
2015-1-9 17:37 -
cash_king01
-
金融学(理论版)
课程推荐
其他关键词:
thres
Natural Resource Environmental Economics
高新技术企业 研发
中小板 财务
SO 2 排放量