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  • - A Tale of Two Puzzles
    af Stephane (Universite d'Evry-Val-d'Essonne Crepey
    639,95 kr.

    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

  • - A Tale of Two Puzzles
    af Stephane (Universite d'Evry-Val-d'Essonne Crepey
    2.258,95 kr.