交易对手与融资:两个谜团的故事 (法)斯特凡·克雷佩,(美)托马斯·比莱斯基,(英)达米亚诺·布里戈 著 张朝洋 译 中国金融出版社 - Tapa blanda

Counterparty and Funding: A Tale of Two Mysteries(Chinese Edition)

paperback. Condición: New. Paperback.Pub Date:2022-02-01 Pages:344 Language:Chinese Publisher:China Financial Publishing House Counterparties and Financing: A Tale of Two Mysteries Features: Analysis of counterparty risk. financing and their interaction presentation How to solve the DVA/FVA overlap problem A dynamic Copula model of portfolio credit risk is proposed. including the Markov-Copula resonance model. which provides a unified view of financing and counterparty risk models based on marked default times. Content. Nº de ref. del artículo: AMZ040987_NX014269_040987

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