D brigo (5 resultados)
Idioma: Inglés
Editorial: Springer, Berlin, Germany, 2001
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Librería: West With The Night, Tucson, AZ, Estados Unidos de AmericaWest With The Night
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Hard cover. Sewn binding. Cloth over boards. 518 p. Lecture Notes in Computer Science. Audience: General/trade. Very good. light shelfwear, previous owner name on first page.
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Librería: moluna, Greven, Alemaniamoluna
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Condición: New. DAMIANO BRIGO is Managing Director and Global Head of the Quantitative team in Fitch Solutions, and Visiting Professor at the Department of Mathematics at Imperial College, London.Damiano has published more than 50 articles in top journals for mathematical .
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Librería: liu xing, Nanjing, JS, Chinaliu xing
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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.
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Librería: moluna, Greven, Alemaniamoluna
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Gebunden. Condición: New. Professor Damiano Brigo is Chair of Mathematical Finance and co-Head of Group at Imperial College, London. Damiano is also Director of the Capco Research Institute. His previous roles include Gilbart Professor and Head of Group at King s College, Managing D.
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Librería: liu xing, Nanjing, JS, Chinaliu xing
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EUR 112,73
Envío por EUR 15,82Se envía de China a Estados Unidos de AmericaCantidad disponible: 3 disponibles
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.
