Counterparty Credit Risk, Collateral and Funding 0 个回复 - 1170 次查看
Brigo, D., Morini, M. and Pallavincini. A. (2013) Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes, First Ed., UK, John Wiley & Sons2018-12-18 08:53 - zhimou - Forum
CounterpartyRisk and Funding: A Tale of Two Puzzles 【Mobi 格式】 29 个回复 - 5425 次查看
Solve the DVA/FVA Overlap Issue and Effectively Manage Portfolio Credit RiskCounterpartyRisk and Funding: A Tale of Two Puzzles explains how to study risk embedded in financial transactions between t ...2014-10-30 00:16 - 大家开心 - 金融学(理论版)