Автор: Brigo Название: Counterparty Credit Risk, Collateral and Funding ISBN: 047074846X ISBN-13(EAN): 9780470748466 Издательство: Wiley Рейтинг: Цена: 10296.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book's content is focused on quantitative methods of tackling valuation problems, supplying sound theoretical frameworks for the pricing and hedging of counterparty risk, linking particular models to particular 'concrete' financial situations. The authors also aim to help quantitative analysts, traders, and anyone else needing to measure counterparty risk, to develop a 'feel' for applying sophisticated mathematics and stochastic calculus to solve practical problems. The main models are illustrated from theoretical formulation to final implementation with calibration to market data, always keeping in mind the concrete questions being dealt with. The authors stress that each model is suited to different situations and products, pointing out that there does not exist a single model which is uniformly better than all the others. Table of Contents Preface Chapter 1: Definitions and Notation Chapter 2: Counterparty Risk in General Chapter 3: Modeling the underlying: Equity, Rates, Commodities and Credit Chapter 4: Counterparty Risk for Interest Rate Swaps and exotics Chapter 5: Counterparty Risk for FX Chapter 6: Counterparty Risk for Commodities Chapter 7: Counterparty Risk for Credit Chapter 8: Counterparty Risk for Equity Chapter 9. Contingent CDS and other hybrid products Appendix A: Stochastic Calculus Appendix B: Copula Functions
Описание: This is the first book of its kind on the market and is aimed at collateral management professionals in the OTC derivatives markets.
Автор: Nyborg, K. Название: Collateral Frameworks.The Open Secret of Central Banks ISBN: 1316609545 ISBN-13(EAN): 9781316609545 Издательство: Cambridge Academ Рейтинг: Цена: 6494.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is for academic monetary and financial economists, as a supplementary text in graduate courses and seminars, and for practitioners in banking and policy-making institutions. It is the first study of the importance of collateral frameworks in monetary policy, focusing on the euro, the euro crisis, and the European Central Bank.
Описание: Microcredit is part of a global trend of financial inclusion that brings banking services, especially small loans, to the world`s poor. In this book, the author explores Paraguayan solidarity lending as a window into the tensions between social development and global finance.
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