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Paperback Counterparty Risk and Funding: A Tale of Two Puzzles Book
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ISBN: 0367740060

ISBN13: 9780367740061

Counterparty Risk and Funding: A Tale of Two Puzzles

by , , , et al.
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Solve the DVA/FVA Overlap Issue and Effectively Manage Portfolio Credit Risk



Counterparty Risk and Funding: A Tale of Two Puzzles 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...

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Format: Paperback

Condition: New

$67.71
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Related Subjects

Business Business & Investing Math Mathematics Science & Math

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