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Counterparty Credit Risk, Collateral and Funding · Study

BookCounterparty Credit Risk, Collateral and Funding

Damiano Brigo2013

Book2013

Counterparty Credit Risk, Collateral and Funding

Damiano Brigo · Massimo Morini · Andrea Pallavicini

176 citations·0/0 files stored·Wiley eBooks

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Credit Risk and Financial Regulations Banking stability, regulation, efficiency Risk Management in Financial Firms

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2017Asymptotic Expansion as Prior Knowledge in Deep Learning Method for High Dimensional BSDEs 2014Nonlinear consistent valuation of CCP cleared or CSA bilateral trades with initial margins under credit, funding and wrong-way risks 2016The Valuation of Power Exchange Options with Counterparty Risk and Jump Risk 2013COUNTERPARTY RISK AND FUNDING: THE FOUR WINGS OF THE TVA 2014A Lévy HJM multiple-curve model with application to CVA computation 2014A Bottom-Up Dynamic Model of Portfolio Credit Risk with Stochastic Intensities and Random Recoveries 2014On Multicurve Models for the Term Structure 2016BOUNDING WRONG‐WAY RISK IN CVA CALCULATION

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Year2013

Typebook

Published2013-03-15

VenueWiley eBooks

Languageen

Citations176

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.1002/9781118818589

openalex_workW4233377166

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