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Bibliografi, Ej skönlitteratur, Text · Engelska

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

Jon Gregory, 1971- (Författare)
Relation
  • Counterparty credit risk.. — Jon Gregory, Ph. D.
LCCN 2012025056, ISBN 9781118316658 · electronic bk., ISBN 1118316657 · electronic bk., ISBN 9781118673638 · electronic bk., ISBN 1118673638 · electronic bk., ISBN 9781118316665 · electronic bk., ISBN 1118316665 · electronic bk., DOI 10.1002/9781118673638
2nd ed.
utgivning
Chichester, West Sussex : Wiley, 2012
1 online resource (xxii, 457 p.)
Seriemedlemskap
Wiley finance series
Jon Gregory
E-bok

Tillgänglighet utifrån medietyp

Finns online:

AbstractEbook Library
kategori
Bibliografi, Ej skönlitteratur
ämne
BUS, Derivathandel, Riskhantering, Derivative securities--Mathematical models., Risk management., BUSINESS & ECONOMICS / Investments & Securities / General, Derivative securities--Mathematical models., Risk management.
Annat bärarformat
Counterparty credit risk and credit value adjustment · ISBN 9781118316672 (Print version:)
Fler detaljer Referera

Sammanfattning

A practical guide to counterparty risk management and credit value adjustment from a leading credit practitioner Since the collapse of Lehman Brothers and the resultant realization of extensive counterparty risk across the global financial markets, the subject of counterparty risk has become an unavoidable issue for every financial institution. This book explains the emergence of counterparty risk and how financial institutions are developing capabilities for valuing it. It also covers portfolio management and hedging of credit value adjustment, debit value adjustment, and wrong-way counterpar

Detaljer

Medverkan och funktion
Jon Gregory, 1971- (Författare)
Relation
  • Counterparty credit risk.. — Jon Gregory, Ph. D.
klassifikation
332.6457 (DDK-klassifikation)
Identifikator
LCCN 2012025056, ISBN 9781118316658 · electronic bk., ISBN 1118316657 · electronic bk., ISBN 9781118673638 · electronic bk., ISBN 1118673638 · electronic bk., ISBN 9781118316665 · electronic bk., ISBN 1118316665 · electronic bk., DOI 10.1002/9781118673638
Indirekt identifierad av
ISBN 9781118316641, ISBN 1118316649, ISBN 9781118316672 · cloth, ISBN 1118316673 · cloth
har titel
Counterparty credit risk and credit value adjustment : a continuing challenge for global financial markets
upphovsuppgift
Jon Gregory
upplageuppgift
2nd ed.
utgivning
Chichester, West Sussex : Wiley, 2012
omfång
1 online resource (xxii, 457 p.)
Relaterad beskrivning eller innehåll
AbstractEbook LibraryTable of Contents / AbstractJohn WileyTable of Contents / AbstractOverDrive (EPUB)Abstract123Library.org
anmärkning
  • Rev. ed. of: Counterparty credit risk. c2010.
  • Includes bibliographical references and index.
Mått
n
Övriga fysiska detaljer
ill.
Illustrativt innehåll
Illustrationer finns men typen specificeras ej
klassifikation
HG6024.A3 (LC-klassifikation)
Annat bärarformat
Counterparty credit risk and credit value adjustment · ISBN 9781118316672 (Print version:)
Seriemedlemskap
Wiley finance series
Identifikator
Lokal identifikator 016082245
kontrollnummer
13740301

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