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The xVA Challenge Counterparty Risk 4th edition
5 个回复 - 2331 次查看 CQF最新教材，全英文电子版，第四版。也可以作为FRM和CFA的参考书2021-5-23 22:26 - hjk2815 - CFA、CVA、FRM等金融考证论坛

Counterparty Risk and Funding: A Tale of Two Puzzles by Stéphane Crépey
21 个回复 - 1105 次查看 Counterparty Risk and Funding: A Tale of Two Puzzles by Stéphane Crépey, Tomasz R. Bielecki and Damiano Brigo English | 2014 | ISBN: 1466516453 | 1466516453 pages | PDF | 31 MB Solve the DVA ...2014-9-4 07:25 - tigerwolf - 创新与战略管理

The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital
97 个回复 - 22587 次查看 A detailed, expert-driven guide to today's major financial point of interest The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital is a practical guide from one of the leading ...2015-11-9 12:15 - 大家开心 - 投资人（实务版）

Counterparty Credit Risk, Collateral and Funding
0 个回复 - 1145 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

The Valuation of Power Exchange Options with Counterparty Risk and Jump Risk
1 个回复 - 452 次查看【作者(必填)】Xingchun Wang, Shiyu Song, Yongjin Wang 【文题(必填)】The Valuation of Power Exchange Options with Counterparty Risk and Jump Risk 【年份(必填)】2017 【全文链接或数据库名称(选填 ...2018-1-30 11:12 - ssylzz - 求助成功区

Counterparty Credit Risk and Credit Value Adjustment 无乱码哟
7 个回复 - 3808 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: The New Challenge for Global Financial Markets
26 个回复 - 9214 次查看 Counterparty Credit Risk: The New Challenge for Global Financial Markets (The Wiley Finance Series) [Hardcover] Jon Gregory (Author) Thanks2011-2-14 04:24 - happydude - 金融学（理论版）

Counterparty Risk and Funding: A Tale of Two Puzzles 【Mobi 格式】
29 个回复 - 5338 次查看 Solve the DVA/FVA Overlap Issue and Effectively Manage Portfolio Credit RiskCounterparty Risk 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）

Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All
17 个回复 - 1148 次查看 Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes by Damiano Brigo, Massimo Morini and Andrea Pallavicini English | ISBN: 047074846X | 2013 | 464 pages | PDF ...2014-9-15 07:09 - tigerwolf - 商学院

Being two-faced over counterparty credit risk
0 个回复 - 1286 次查看 2016-10-19 14:17 - fymmwyw1 - 金融工程（数量金融）与金融衍生品

【学习笔记】Counterparty Credit Risk, Collateral and Funding: With Prici ...
3 个回复 - 880 次查看 Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes. Damiano Brigo 求书，谢谢2020-1-28 12:17 - gausschenxi - Forum

【求书】Counterparty credit risk modelling
0 个回复 - 829 次查看【作者(必填)】 Pykhatin Michael 【文题(必填)】Counterparty credit risk modelling: risk management, pricing and regulation 【年份(必填)】2005 价格好商量。2017-6-28 21:58 - sheepyang1992 - 文献求助专区

Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge
0 个回复 - 1453 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

Counterparty Credit Risk and Credit Value Adjustment
23 个回复 - 6903 次查看 Counterparty Credit Risk and Credit Value Adjustment 2nd Edition by Jon Gregory2013-11-11 21:25 - oswan - 金融工程（数量金融）与金融衍生品

求书：Counterparty Credit Risk, Collateral and Funding:
9 个回复 - 6595 次查看 Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes Damiano Brigo, Massimo Morini, Andrea Pallavicini 0 篇评论 Wiley, 2013年3月5日 - 464 页 The book’s c ...2013-3-21 10:52 - likan921 - MATLAB等数学软件专版

Counterparty Credit Risk, Collateral and Funding - Damiano Brigo
9 个回复 - 5479 次查看一本关于 Counterparty 和 Credit Valuation Adjustment 的好书！！！书还讲到了 DVA 和 FVA 等。本书可说是 XVA 的宝典之一，希望对读者有所帮助！以下是目录介绍（最后面数字是页数）： 1 Introduction 3 ...2014-12-12 15:44 - chao.ma - 金融学（理论版）

Counterparty Credit Risk, Collateral and Funding: With Pricing Cases for All Ass
9 个回复 - 5325 次查看 The book’s content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new general theory that is required for this metho ...2014-5-13 20:50 - 大家开心 - Forum

Credit valuation adjustment of cap and floor with counterparty risk: a structura
1 个回复 - 874 次查看【作者(必填)】Lie-Jane Kao 【文题(必填)】Credit valuation adjustment of cap and floor with counterparty risk: a structural pricing model for vulnerable European options 【年份(必填)】2015 【 ...2015-8-17 17:23 - lipj - 求助成功区

Counterparty risk for CDS: Default clustering effects
1 个回复 - 1072 次查看【作者(必填)】【文题(必填)】Counterparty risk for CDS: Default clustering effects 【年份(必填)】Journal of Banking & FinanceVolume 52, March 2015, Pages 29–42 【全文链接或数据库名称(选填)】http ...2015-1-21 05:28 - ssylzz - 文献求助专区

Counterparty risk for CDS: Default clustering effects
1 个回复 - 1374 次查看【作者(必填)】Lijun Boa, , Agostino Capponib, , 【文题(必填)】Counterparty risk for CDS: Default clustering effects 【年份(必填)】Journal of Banking & FinanceVolume 52, March 2015, Pages 29–42 ...2015-1-21 05:25 - ssylzz - 文献求助专区

求书 counterparty credit risk and credit value adjustment
2 个回复 - 2639 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）

求：Counterparty Credit Risk and Credit Value Adjustment
5 个回复 - 1586 次查看作者： Gregory | Jon2013-4-19 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 - 5168 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

做市商Counterparty Risk 分析
5 个回复 - 2601 次查看小弟正在一家美国公司工作，做的是Agency Trading股票（公司自己没有股票，直接把公司客户股票发送给不同的做市商）。所以我们是很多美国做市商的客户（花旗，高盛，骑士。。。）。每年我们都要做对方公司的风险分析 ...2014-12-15 10:53 - dududu100 - CFA、CVA、FRM等金融考证论坛

Counterparty Credit Risk (CVA) and Funding Adjustment (FVA)
5 个回复 - 3228 次查看 2012-7-11 16:05 - heyingqi1 - 经济金融数学专区

文献求助:Counterparty Risk: A Review
3 个回复 - 882 次查看【题名】：Counterparty Risk: A Review 【作者】： Stuart M. Turnbull 【期刊、会议、单位名称】：Annual Review of Financial Economics 【年, 卷(期), 起 ...2014-11-21 17:14 - ljufang - 求助成功区

一篇關於 COUNTERPARTY RISK 的好文
8 个回复 - 4502 次查看非常淺白易明, 曾刋登於 GARP RISK MAGAZINE.2010-6-14 04:49 - oddsmaker - 金融学（理论版）

Counterparty Credit Risk by Eduardo Canabarro
22 个回复 - 4821 次查看 This book is a collection of analyses of methods and practices used to manage OTC derivative counterparty risk and their performance during the 2007-8 financial crisis. It covers the areas of counterp ...2014-7-13 05:02 - 大家开心 - 金融学（理论版）

Counterparty Credit risk and credit value adjustment,Second edition
4 个回复 - 2548 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

悬赏500 求书 Counterparty Credit Risk, Collateral and Funding
2 个回复 - 1248 次查看作者 Damiano Brigo , Massimo Morini , Andrea Pallavicini [*]Series: The Wiley Finance Series (Book 478) [*]Hardcover: 464 pages [*]Publisher: Wiley; 1 edition (April 22, 2013) [*]Language: Eng ...2013-12-10 22:47 - aoreal - 悬赏大厅

求Counterparty Contagion in Context: Contributions to Systemic Risk
1 个回复 - 586 次查看 Counterparty Contagion in Context: Contributions to Systemic Risk Jeremy C. Staum Northwestern University - Department of Industrial Engineering and Management Sciences January 31, 20122014-2-13 10:55 - 鲛人泣月 - 求助成功区

Counterparty Credit Risk Measurement Pricing and Hedging
6 个回复 - 3527 次查看 Counterparty Credit Risk Measurement Pricing and Hedging Eduardo Canabarro (Author) Publisher: Risk Books (22 Mar 2010)2011-2-14 07:37 - happydude - 金融学（理论版）

Valuation of double trigger catastrophe options with counterparty risk
2 个回复 - 938 次查看【作者(必填)】I-Ming Jianga, , Sheng-Yung Yangb, , , Yu-Hong Liuc, , Alan T. Wangc, 【文题(必填)】Valuation of double trigger catastrophe options with counterparty risk 【年份(必填)】The North ...2013-10-10 10:55 - ssylzz - 求助成功区

[讨论]在OTC市场测量counterparty credit risk的实际意义
6 个回复 - 3351 次查看如题，就现在在做的一个项目，大家来讨论一下在OTC衍生品市场，测量counterparty credit risk的实际意义。之前有人说这个论坛发书的人太多了，现在发一个讨论，大家来畅所欲言。随后我会增加一些现在在做的资 ...2012-1-3 19:20 - shocksky - 金融工程（数量金融）与金融衍生品

求书：counterparty credit risk and credit valuation adustment
3 个回复 - 1035 次查看求书：counterparty credit risk and credit valuation adustment Jon Gregory - ‎2012 - 480 页 xiexie !!2013-3-21 10:45 - likan921 - 经济金融数学专区

FRM level 2 credit risk 讨论 counterparty risk
2 个回复 - 1164 次查看重新看2013 的note 发现信用风险部分讲了很多counterparty exposure的问题。之前的练习题也没怎么涉及到。不知道大家怎么看~ 而且觉得对手风险那些内容特别复杂。2013-5-13 22:01 - melokee - Forum

[Q群交流]libor 和量化程序---The Cost of Counterparty Risk and Collateralization
0 个回复 - 975 次查看 2013-3-2 13:27 - zhongdu - 金融工程（数量金融）与金融衍生品

Measuring and marking counterparty risk
11 个回复 - 3968 次查看 Measuring and marking counterparty risk2007-3-4 18:41 - ppcat33 - 金融学（理论版）

请教关于COUNTERPARTY RISK ANALYSIS的操作
0 个回复 - 1311 次查看大家好，最近收到一个面试通知，职位是COUNTERPARTY RISK ANALYST，实际上我并没有从事过太多这方面的工作，实习里面有当过商业银行的RISK MANAGEMENT ASSISTANT，但是似乎和COUNTERPARTY RISK ANALYSIS的工作也不太 ...2011-6-27 21:50 - candyrealme - Forum

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