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

[ FA ] SI TE FAN KE LEI PEI . MEI ] TUO MA SI BI LAI SI JI ( Tomasz R.Bielecki ) . [ YING ] DA MI YA NUO BU LI GE ( Damiano Brigo ) . ZHANG CHAO YANG YI

Publicado por China Financial Press, 2022

ISBN 10: 7522014093 ISBN 13: 9787522014098

Nuevo paperback

Librería: liu xing, Nanjing JiangSu, JS, China

Calificaci�n del vendedor: 5 de 5 estrellas

paperback. Condici�n: 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. N� de ref. del art�culo: AMZ040987_NX014269_040987

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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