De Aller-Bedste Bøger - over 12 mio. danske og engelske bøger
Levering: 1 - 2 hverdage

Counterparty Risk and Funding

- A Tale of Two Puzzles

Bag om Counterparty Risk and Funding

This book explains how to study risk embedded in financial transactions between the bank and its counterparty. The authors provide an analytical basis for the quantitative methodology of dynamic valuation, mitigation, and hedging of bilateral counterparty risk on over-the-counter (OTC) derivative contracts under funding constraints. They explore

Vis mere
  • Sprog:
  • Engelsk
  • ISBN:
  • 9780367740061
  • Indbinding:
  • Paperback
  • Sideantal:
  • 388
  • Udgivet:
  • 18. december 2020
  • Størrelse:
  • 178x254x0 mm.
  • Vægt:
  • 453 g.
  • 2-3 uger.
  • 12. december 2024
På lager

Normalpris

Abonnementspris

- Rabat på køb af fysiske bøger
- 1 valgfrit digitalt ugeblad
- 20 timers lytning og læsning
- Adgang til 70.000+ titler
- Ingen binding

Abonnementet koster 75 kr./md.
Ingen binding og kan opsiges når som helst.

Beskrivelse af Counterparty Risk and Funding

This book explains how to study risk embedded in financial transactions between the bank and its counterparty. The authors provide an analytical basis for the quantitative methodology of dynamic valuation, mitigation, and hedging of bilateral counterparty risk on over-the-counter (OTC) derivative contracts under funding constraints. They explore

Brugerbedømmelser af Counterparty Risk and Funding



Find lignende bøger
Bogen Counterparty Risk and Funding findes i følgende kategorier: