Cover Image

Counterparty credit risk and credit value adjustment a continuing challenge for global financial markets /

Main Author:	Gregory, Jon, Ph. D.
Corporate Author:	ebrary, Inc.
Format:	Book
Language:	English
Published:	Hoboken, NJ : Wiley, 2012.
Edition:	2nd ed.
Subjects:	Derivative securities > Mathematical models.
Online Access:	http://site.ebrary.com/lib/ucy/Doc?id=10602134

Similar Items

Counterparty credit risk the new challenge for global financial markets /
by: Gregory, Jon, Ph. D.
Published: (2010)

Credit risk of financial instruments /
by: Banks, Erik
Published: (1993)

Credit risk pricing models : theory and practice /
by: Schmid, Bernd, 1970-
Published: (2004)

The credit risk of complex derivatives /
by: Banks, Erik
Published: (1994)

Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market /
by: Tang, Yi.
Published: (2007)

Counterparty risk in the over-the-counter derivates market /
by: Segoviano Basurto, Miguel A.

The credit risk transfer market and stability implications for U.K. financial institutions
by: Chan-Lau, Jorge A.
Published: (2006)

Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives /
by: Gregory, Jon,

Counterparty credit risk, collateral and funding with pricing cases for all asset classes /
by: Brigo, Damiano.
Published: (2013)

Mathematical models of financial derivatives/
by: Kwok, Y. K 1957-
Published: (1998)

Credit derivatives investing and risk management /
by: Chaplin, Geoff.
Published: (2010)

Interest rate dynamics, derivatives pricing, and risk management /
by: Chen, Lin, 1965-
Published: (1996)

Interest rate dynamics, derivatives pricing, and risk management/
by: Chen, Lin, 1965-
Published: (1996)

Implementing models of financial derivatives object oriented applications with VBA /
by: Webber, Nick.
Published: (2011)

Applications of credit derivatives opportunities and risks involved in credit derivatives /
by: Seemann, Harald.
Published: (2008)

An introduction to credit derivatives /
by: Choudhry, Moorad.
Published: (2004)

Structured credit products credit derivatives and synthetic securitisation /
by: Choudhry, Moorad.
Published: (2010)

Credit derivatives instruments, applications and pricing /
Published: (2004)

Credit correlation life after copulas /
Published: (2008)

Financial derivatives pricing selected works of Robert Jarrow /
by: Jarrow, Robert A.
Published: (2008)

Derivatives, risk management & value
by: Bellalah, Mondher.
Published: (2010)

Arbitrage theory in continuous time/
by: Bjork, Tomas
Published: (2004)

Systemic risk from global financial derivatives a network analysis of contagion and its mitigation with super-spreader tax /
by: Markose, Sheri M.
Published: (2012)

Mastering credit derivatives : a step-by-step guide to credit derivatives and structured credit /
by: Kasapis, Andrew
Published: (2008)

Managing risks with derivatives
Published: (2007)

Arbitrage theory in continuous time
by: Bjθork, Tomas.
Published: (2009)

Option pricing, interest rates and risk management/
Published: (2001)

Efficient methods for valuing interest rate derivatives /
by: Pelsser, Antoon, 1968-
Published: (2000)

Pricing and hedging interest and credit risk sensitive instruments /
by: Skinner, Frank, 1957-
Published: (2005)

The art of credit derivatives demystifying the black swan /
by: Garcia, Joδao.
Published: (2010)

Levy processes in finance: pricing financial derivatives/
by: Schoutens, Wim
Published: (2003)

Measuring and managing derivative market risk /
by: Lawrence, David 1939-
Published: (1996)

Measuring and managing derivative market risk/
by: Lawrence, David, 1939-David Emrus
Published: (1996)

Modelling single-name and multi-name credit derivatives
by: O'Kane, Dominic.
Published: (2008)

An introduction to the mathematics of financial derivatives /
by: Neftci, Salih N.
Published: (2000)

A course in Financial calculus /
by: Etheridge, Alison
Published: (2002)

An introduction to the mathematics of financial derivatives /
by: Neftci, Salih N.
Published: (1996)

An introduction to the mathematics of financial derivatives/
by: Neftci, Salih N.
Published: (1996)

A course in Financial calculus/
by: Etheridge, Alison
Published: (2002)

Quantitative credit portfolio management practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk /
by: Ben Dor, Arik.
Published: (2012)

Cannot write session to /tmp/vufind_sessions/sess_v4hpja0b9s5sr0jul81j2qi6j2