The recent financial crisis has highlighted the need for better valuation models and risk managem...
The 2nd edition of this successful book has several new features. The calibration discussion o...
The recent financial crisis has highlighted the need for better valuation models and risk managem...
Solve the DVA FVA Overlap Issue and Effectively Manage Portfolio Credit RiskCounterparty Risk and...
A timely guide to understanding and implementing credit derivativesCredit derivatives a...
The books content is focused on rigorous and advanced quantitative methods for the pricing and...
A timely guide to understanding and implementing credit derivativesCredit derivatives a...
The books content is focused on rigorous and advanced quantitative methods for the pricing and...
Solve the DVA FVA Overlap Issue and Effectively Manage Portfolio Credit RiskCounterparty Risk and...
When implementing mathematical models for pricing interest rate derivatives one must address a nu...
When implementing mathematical models for pricing interest rate derivatives one must address a nu...
The recent financial crisis has highlighted the need for better valuation models and risk managem...