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Counterparty credit risk modelling : risk management, pricing and regulation
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Author: Pykhtin, Michael
ISBN: 190433976X Year: 2005 Publisher: London Risk Publications
ISBN: 190433976X Year: 2005 Publisher: London Risk Publications
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Over-the-counter markets --- -Hedge funds --- -Capital market --- -Derivative securities --- -Risk management --- Mathematical models
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Counterparty risk management
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Authors:
Canabarro, Eduardo
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Pykhtin, Michael
ISBN: 9781782720928 Year: 2014 Publisher: London Incisive Media
ISBN: 9781782720928 Year: 2014 Publisher: London Incisive Media
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