结果：找到“counterparty credit risk”相关内容26个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
量化金融与金融数学学习资料（全英文）4 个回复 - 2058 次查看 trading stratygy New folder Gatheral's Notes asset pricing 统计套利_12724677.pdf 【Wilmott】Paul Wilmott On Quantitative Finance.pdf ！static hedge arbitrary payo ...2022-4-30 12:05 - wz151400 - 现金交易版
The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital
97 个回复 - 22628 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）
97 个回复 - 22628 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 - 1150 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
0 个回复 - 1150 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
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）
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: The New Challenge for Global Financial Markets
26 个回复 - 9237 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）
26 个回复 - 9237 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 Credit Risk, Collateral and Funding: With Pricing Cases For All
17 个回复 - 1160 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
17 个回复 - 1160 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 - 1290 次查看 2016-10-19 14:17 - fymmwyw1 - 金融工程（数量金融）与金融衍生品
0 个回复 - 1290 次查看 2016-10-19 14:17 - fymmwyw1 - 金融工程（数量金融）与金融衍生品
Counterparty Credit Risk and Credit Value Adjustment
23 个回复 - 6915 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
23 个回复 - 6915 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 - 6607 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
9 个回复 - 6607 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 - 5512 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）
9 个回复 - 5512 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 - 5337 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
9 个回复 - 5337 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
【学习笔记】Counterparty Credit Risk, Collateral and Funding: With Prici ...
3 个回复 - 882 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
3 个回复 - 882 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 - 831 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
0 个回复 - 831 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 - 1458 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
0 个回复 - 1458 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
Credit valuation adjustment of cap and floor with counterparty risk: a structura
1 个回复 - 879 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
1 个回复 - 879 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
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）
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）
求：Counterparty Credit Risk and Credit Value Adjustment
5 个回复 - 1590 次查看 作 者： Gregory | Jon2013-4-19 16:13 - 鬼斧神工3 - 求助成功区
5 个回复 - 1590 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 - 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
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 (CVA) and Funding Adjustment (FVA)
5 个回复 - 3232 次查看 2012-7-11 16:05 - heyingqi1 - 经济金融数学专区
5 个回复 - 3232 次查看 2012-7-11 16:05 - heyingqi1 - 经济金融数学专区
Counterparty Credit Risk by Eduardo Canabarro
22 个回复 - 4827 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）
22 个回复 - 4827 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 - 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
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
悬赏500 求书 Counterparty Credit Risk, Collateral and Funding
2 个回复 - 1257 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
2 个回复 - 1257 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
Counterparty Credit Risk Measurement Pricing and Hedging
6 个回复 - 3534 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）
6 个回复 - 3534 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）
[讨论]在OTC市场测量counterparty credit risk的实际意义
6 个回复 - 3354 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
6 个回复 - 3354 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 - 1038 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
3 个回复 - 1038 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 - 1169 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
2 个回复 - 1169 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
