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Counterparty Credit Risk Modelling
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Pages: 399
Authors: Michael Pykhtin
Categories: Capital market
Type: BOOK - Published: 2005-01 - Publisher: Riskbooks

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To enhance your understanding of the risk management, pricing and regulation of counterparty credit risk, this new title offers the most detailed and comprehens
Counterparty Credit Risk
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Authors: Jon Gregory
Categories: Business & Economics
Type: BOOK - Published: 2011-09-07 - Publisher: John Wiley & Sons

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The first decade of the 21st Century has been disastrous for financial institutions, derivatives and risk management. Counterparty credit risk has become the ke
Modelling, Pricing, and Hedging Counterparty Credit Exposure
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Type: BOOK - Published: 2009-12-06 - Publisher: Springer Science & Business Media

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It was the end of 2005 when our employer, a major European Investment Bank, gave our team the mandate to compute in an accurate way the counterparty credit expo
Counterparty Credit Risk, Collateral and Funding
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Authors: Damiano Brigo
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Type: BOOK - Published: 2013-03-05 - Publisher: John Wiley & Sons

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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 gener
The xVA Challenge
Language: en
Pages: 496
Authors: Jon Gregory
Categories: Business & Economics
Type: BOOK - Published: 2015-10-26 - Publisher: John Wiley & Sons

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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