Counterparty credit risk, collateral and funding: with pricing cases for all asset classes
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Chichester, West Sussex
John Wiley & Sons Inc.
2013
|
| Schriftenreihe: | [Wiley finance series]
|
| Schlagwörter: | |
| Links: | https://onlinelibrary.wiley.com/doi/book/10.1002/9781118818589 https://onlinelibrary.wiley.com/doi/book/10.1002/9781118818589 https://onlinelibrary.wiley.com/doi/book/10.1002/9781118818589 https://onlinelibrary.wiley.com/doi/book/10.1002/9781118818589 |
| Beschreibung: | Includes bibliographical references and index 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 however also looks at quite practical problems, linking particular models to particular 'concrete' financial situations across asset classes, incl |
| Umfang: | 1 Online-Ressource |
| ISBN: | 9780470661673 0470661674 9780470661789 047066178X 9780470662496 0470662492 047074846X 9780470748466 9781299315891 1299315895 9781118818589 111881858X |
Internformat
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Datensatz im Suchindex
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| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.701/5195 |
| dewey-search | 332.701/5195 |
| dewey-sort | 3332.701 45195 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| indexdate | 2024-12-20T17:35:21Z |
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| isbn | 9780470661673 0470661674 9780470661789 047066178X 9780470662496 0470662492 047074846X 9780470748466 9781299315891 1299315895 9781118818589 111881858X |
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| spelling | Brigo, Damiano Verfasser aut Counterparty credit risk, collateral and funding with pricing cases for all asset classes Damiano Brigo, Massimo Morini, Andrea Pallavicini Chichester, West Sussex John Wiley & Sons Inc. 2013 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier [Wiley finance series] Includes bibliographical references and index 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 however also looks at quite practical problems, linking particular models to particular 'concrete' financial situations across asset classes, incl BUSINESS & ECONOMICS / Finance bisacsh Mathematisches Modell Wirtschaft Finance / Mathematical models Credit / Mathematical models Credit derivatives / Mathematical models Financial risk / Mathematical models Vertragspartei (DE-588)4472582-6 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Kreditrisiko (DE-588)4114309-7 gnd rswk-swf Bewertung (DE-588)4006340-9 gnd rswk-swf Management (DE-588)4037278-9 gnd rswk-swf Electronic books 1\p (DE-588)4143413-4 Aufsatzsammlung gnd-content Kreditrisiko (DE-588)4114309-7 s Vertragspartei (DE-588)4472582-6 s Bewertung (DE-588)4006340-9 s Management (DE-588)4037278-9 s Mathematisches Modell (DE-588)4114528-8 s 2\p DE-604 Morini, Massimo Sonstige oth Pallavicini, Andrea Sonstige oth Erscheint auch als Druck-Ausgabe, Hardcover 978-0-470-74846-6 https://onlinelibrary.wiley.com/doi/book/10.1002/9781118818589 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Brigo, Damiano Counterparty credit risk, collateral and funding with pricing cases for all asset classes BUSINESS & ECONOMICS / Finance bisacsh Mathematisches Modell Wirtschaft Finance / Mathematical models Credit / Mathematical models Credit derivatives / Mathematical models Financial risk / Mathematical models Vertragspartei (DE-588)4472582-6 gnd Mathematisches Modell (DE-588)4114528-8 gnd Kreditrisiko (DE-588)4114309-7 gnd Bewertung (DE-588)4006340-9 gnd Management (DE-588)4037278-9 gnd |
| subject_GND | (DE-588)4472582-6 (DE-588)4114528-8 (DE-588)4114309-7 (DE-588)4006340-9 (DE-588)4037278-9 (DE-588)4143413-4 |
| title | Counterparty credit risk, collateral and funding with pricing cases for all asset classes |
| title_auth | Counterparty credit risk, collateral and funding with pricing cases for all asset classes |
| title_exact_search | Counterparty credit risk, collateral and funding with pricing cases for all asset classes |
| title_full | Counterparty credit risk, collateral and funding with pricing cases for all asset classes Damiano Brigo, Massimo Morini, Andrea Pallavicini |
| title_fullStr | Counterparty credit risk, collateral and funding with pricing cases for all asset classes Damiano Brigo, Massimo Morini, Andrea Pallavicini |
| title_full_unstemmed | Counterparty credit risk, collateral and funding with pricing cases for all asset classes Damiano Brigo, Massimo Morini, Andrea Pallavicini |
| title_short | Counterparty credit risk, collateral and funding |
| title_sort | counterparty credit risk collateral and funding with pricing cases for all asset classes |
| title_sub | with pricing cases for all asset classes |
| topic | BUSINESS & ECONOMICS / Finance bisacsh Mathematisches Modell Wirtschaft Finance / Mathematical models Credit / Mathematical models Credit derivatives / Mathematical models Financial risk / Mathematical models Vertragspartei (DE-588)4472582-6 gnd Mathematisches Modell (DE-588)4114528-8 gnd Kreditrisiko (DE-588)4114309-7 gnd Bewertung (DE-588)4006340-9 gnd Management (DE-588)4037278-9 gnd |
| topic_facet | BUSINESS & ECONOMICS / Finance Mathematisches Modell Wirtschaft Finance / Mathematical models Credit / Mathematical models Credit derivatives / Mathematical models Financial risk / Mathematical models Vertragspartei Kreditrisiko Bewertung Management Aufsatzsammlung |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781118818589 |
| work_keys_str_mv | AT brigodamiano counterpartycreditriskcollateralandfundingwithpricingcasesforallassetclasses AT morinimassimo counterpartycreditriskcollateralandfundingwithpricingcasesforallassetclasses AT pallaviciniandrea counterpartycreditriskcollateralandfundingwithpricingcasesforallassetclasses |