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Books Books 1 - 10 of about 45 related to Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit.   

Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All ...

Damiano Brigo, Massimo Morini, Andrea Pallavicini - Business & Economics - 2013 - 464 pages
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 ...
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Interest Rate Modeling: Theory and Practice

Lixin Wu - Mathematics - 2009 - 354 pages
Containing many results that are new or exist only in recent research articles, Interest Rate Modeling: Theory and Practice portrays the theory of interest rate modeling as a ...
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Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS ...

Tomasz Bielecki, Damiano Brigo, Frederic Patras - Business & Economics - 2011 - 754 pages
A timely guide to understanding and implementing credit derivatives Credit derivatives are here to stay and will continue to play a role in finance in the future. But what will ...
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Counterparty Risk and Funding: A Tale of Two Puzzles

Stéphane Crépey, Tomasz R. Bielecki, Damiano Brigo - Business & Economics - 2014 - 388 pages
Solve the DVA/FVA Overlap Issue and Effectively Manage Portfolio Credit Risk Counterparty Risk and Funding: A Tale of Two Puzzles explains how to study risk embedded in ...
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