C And Aign Funds

Counterparty Credit Risk, Collateral and Funding

• Author(s): Damiano Brigo, Massimo Morini, Andrea Pallavicini

• Categories: Business & Economics

• Type: Book
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• Published: 2013-04-22
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• Publisher: John Wiley & Sons

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 comprehensive framework for counterparty credit and funding risk, inclusive of collateral, netting rules, possible debit valuation adjustments, re-hypothecation and closeout rules. The book however also looks at quite practical problems, linking particular models to particular ‘concrete’ financial situations across asset classes, including interest rates, FX, commodities, equity, credit itself, and the emerging asset class of lon...

Principal Documents Relating to the Survey of the Coast of the United States Since 1816

• Author(s): Ferdinand Rudolph Hassler

• Categories: Geodesy

• Type: Book
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• Published: 1834
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• Publisher: Unknown

None

CDA/Wiesenberger Mutual Funds Update

• Categories: Investments

• Type: Book
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• Published: 1996
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• Publisher: Unknown

A monthly performance summary and analysis.

Internal Revenue Bulletin

• Author(s): United States. Internal Revenue Service

• Categories: Tax administration and procedure

• Type: Book
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• Published: 1979
• -
• Publisher: Unknown

None

News for Farmer Cooperatives

• Categories: Agriculture, Cooperative

• Type: Book
• -
• Published: 1940
• -
• Publisher: Unknown

None