Massimo Morini: 1 book
Counterparty Credit Risk, Collateral and Funding
With Pricing Cases For All Asset Classes
Language: English
Release Date: March 5, 2013
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...
