Counterparty credit risk modelling : risk management, pricing and regulation
Year of publication: |
2005
|
---|---|
Authors: | Pykhtin, Michael |
Publisher: |
London : Risk Books |
Subject: | Kreditrisiko |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Managing credit risk : the next great financial challenge
Caouette, John B., (1998)
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Heidorn, Thomas, (1999)
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Kreditrisiken der Banken : neue Portfoliomodelle zur konservativen Bemessung des Eigenkapitalbedarfs
Puzanova, Natalia, (2010)
- More ...
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Pricing counterparty risk at the trade level and CVA allocations
Pykhtin, Michael, (2010)
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Pykhtin, Michael, (2013)
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Pykhtin, Michael, (2004)
- More ...