Counterparty Credit Risk and Credit Value Adjustment 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024


Counterparty Credit Risk and Credit Value Adjustment

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Jon Gregory 作者
John Wiley & Sons
譯者
2012-8-24 出版日期
480 頁數
GBP 62.99 價格
Hardcover
叢書系列
9781118316672 圖書編碼

Counterparty Credit Risk and Credit Value Adjustment 在線電子書 圖書標籤: 金融  信用  交易對手風險   


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Counterparty Credit Risk and Credit Value Adjustment 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Counterparty Credit Risk and Credit Value Adjustment 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Counterparty Credit Risk and Credit Value Adjustment 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024



Counterparty Credit Risk and Credit Value Adjustment 在線電子書 用戶評價

評分

很多深入的問題都淺嘗輒止,壓根沒陪你玩到底啊!這麼貴又厚的書純坑爹的

評分

主要篇幅講信用風險和CVA,穿插瞭流動性,抵押品,MPOR, settlement risk..量化分析等和一些最新的風險監管點, CCP 和 Concentration Risk... 數學量化的東西比較淺,適閤數學功底弱的人群

評分

comprehensive introduction to the concepts of credit risk, less or almost not mathematical contents,,,, insightful on the market conventions

評分

主要篇幅講信用風險和CVA,穿插瞭流動性,抵押品,MPOR, settlement risk..量化分析等和一些最新的風險監管點, CCP 和 Concentration Risk... 數學量化的東西比較淺,適閤數學功底弱的人群

評分

comprehensive introduction to the concepts of credit risk, less or almost not mathematical contents,,,, insightful on the market conventions

Counterparty Credit Risk and Credit Value Adjustment 在線電子書 著者簡介


Counterparty Credit Risk and Credit Value Adjustment 在線電子書 著者簡介


Counterparty Credit Risk and Credit Value Adjustment 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Counterparty Credit Risk and Credit Value Adjustment 在線電子書 圖書描述

A practical guide to counterparty risk management and credit value adjustment from a leading credit practitioner Since the collapse of Lehman Brothers and the resultant realization of extensive counterparty risk across the global financial markets, the subject of counterparty risk has become an unavoidable issue for every financial institution. This book explains the emergence of counterparty risk and how financial institutions are developing capabilities for valuing it. It also covers portfolio management and hedging of credit value adjustment, debit value adjustment, and wrong-way counterparty risks. In addition, the book addresses the design and benefits of central clearing, a recent development in attempts to control the rapid growth of counterparty risk. This uniquely practical resource serves as an invaluable guide for market practitioners, policy makers, academics, and students.

Counterparty Credit Risk and Credit Value Adjustment 在線電子書 下載 mobi epub pdf txt 在線電子書下載


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