Vendeur : liu xing, Nanjing, JS, Chine
paperback. Etat : New. Paperback.Pub Date:2022-02-01 Pages:344 Language:Chinese Publisher:China Financial Publishing House Counterparties and Financing: A Tale of Two Mysteries Features: Analysis of counterparty risk. financing and their interaction presentation How to solve the DVA/FVA overlap problem A dynamic Copula model of portfolio credit risk is proposed. including the Markov-Copula resonance model. which provides a unified view of financing and counterparty risk models based on marked default times. Content. N° de réf. du vendeur NX014269
Quantité disponible : 1 disponible(s)
Vendeur : liu xing, Nanjing, JS, Chine
paperback. Etat : New. Paperback.Pub Date:2022-02-01 Pages:344 Language:Chinese Publisher:China Financial Publishing House Counterparties and Financing: A Tale of Two Mysteries Features: Analysis of counterparty risk. financing and their interaction presentation How to solve the DVA/FVA overlap problem A dynamic Copula model of portfolio credit risk is proposed. including the Markov-Copula resonance model. which provides a unified view of financing and counterparty risk models based on marked default times. Content. N° de réf. du vendeur AMZ040987_NX014269_040987
Quantité disponible : 3 disponible(s)