All ebooks by Andrea Pallavicini in PDF and EPUB
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All ebooks by Andrea Pallavicini in PDF and EPUB


2  Book(s)
Download this eBook Counterparty Credit Risk, Collateral and Funding
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Counterparty Credit Risk, Collateral and Funding


Damiano Brigo , Massimo Morini , Andrea Pallavicini


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...

Publication date: 2013-03-05
Format: PDF, ePub
Publisher: Wiley
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£71,74
Download this eBook Credit Models and the Crisis
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Credit Models and the Crisis


Damiano Brigo , Andrea Pallavicini , Roberto Torresetti


The recent financial crisis has highlighted the need for better valuation models and risk management procedures, better understanding of structured products, and has called into question the actions of many financial institutions. It has become commonplace to blame the...

Publication date: 2010-10-28
Format: PDF, ePub
Publisher: Wiley
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£31,64

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