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Hardcover Counterparty Credit Risk, Collateral and Funding Book
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ISBN: 047074846X

ISBN13: 9780470748466

Counterparty Credit Risk, Collateral and Funding

by , , , et al.
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Format: Hardcover

Condition: Good*

*Best Available: (missing dust jacket)

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Book Overview

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 methodology is developed from scratch, leading to a consistent and comprehensive framework for counterparty credit and funding risk, inclusive of collateral, netting rules, possible debit valuation adjustments, re-hypothecation and closeout rules. The book...

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