9787522014098 - 交易对手与融资:两个谜团的故事 (法)斯特凡·克雷佩,(美)托马斯·比莱斯基,(英)达米亚诺·布里戈 著 张朝洋 译 中国金融出版社 (2 risultati)
- Brossura
Da: liu xing, Nanjing, JS, Cinaliu xing
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 112,73
EUR 15,82 spedizioneSpedito da Cina a U.S.A.Quantità: 1 disponibili
paperback. Condizione: New. Paperback.Pub Date:2022-02-01 Pages:344 Language:Chinese Publisher:China Financial Publishing House Counterparties and Financing: A Tale of Two Mysteries Features: Analysis of counterparty risk. financing and their interaction presentation How to solve the DVA/FVA overlap problem A dynamic Copula mode…l of portfolio credit risk is proposed. including the Markov-Copula resonance model. which provides a unified view of financing and counterparty risk models based on marked default times. Content.
- Brossura
Da: liu xing, Nanjing, JS, Cinaliu xing
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 112,73
EUR 15,82 spedizioneSpedito da Cina a U.S.A.Quantità: 3 disponibili
paperback. Condizione: New. Paperback.Pub Date:2022-02-01 Pages:344 Language:Chinese Publisher:China Financial Publishing House Counterparties and Financing: A Tale of Two Mysteries Features: Analysis of counterparty risk. financing and their interaction presentation How to solve the DVA/FVA overlap problem A dynamic Copula mode…l of portfolio credit risk is proposed. including the Markov-Copula resonance model. which provides a unified view of financing and counterparty risk models based on marked default times. Content.
