All ebooks by Massimo Morini in PDF and EPUB
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All ebooks by Massimo Morini 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 Understanding and Managing Model Risk
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Understanding and Managing Model Risk


Massimo Morini


A guide to the validation and risk management of quantitative models used for pricing and hedging Whereas the majority of quantitative finance books focus on mathematics and risk management books focus on regulatory aspects, this book addresses the elements missed by...

Publication date: 2011-10-20
Format: PDF, ePub
Publisher: Wiley
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£70,69

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