Ebooks de Massimo Morini en PDF et EPUB

2 Livre(s)
Télécharger le livre : Counterparty Credit Risk, Collateral and Funding
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Counterparty Credit Risk, Collateral and Funding
Damiano Brigo , Massimo Morini , Andrea Pallavicini
The book's content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk.The new general theory that is required for this methodology is developed from scratch, leading to a consistent and...

Editeur : Wiley
Parution : 2013-03-05
Collection : The Wiley Finance Series
PDF, ePub

81,23 €
Télécharger le livre : Understanding and Managing Model Risk
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Understanding and Managing Model Risk
Massimo Morini
A guide to the validation and risk management of quantitative models used for pricing and hedging Whereas the majority of quantitative finance books focus on mathematics and risk management books focus on regulatory aspects, this book addresses the elements missed by...

Editeur : Wiley
Parution : 2011-10-20

PDF, ePub

80,18 €