Auteur: Stephane Crepey

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4 Ebooks par Stephane Crepey

Tomasz R. (Illinois Institute of Technology, Chicago, USA) Bielecki & Damiano (Imperial College, London, UK) Brigo: Counterparty Risk and Funding
Solve the DVA/FVA Overlap Issue and Effectively Manage Portfolio Credit Risk Counterparty Risk and Funding: A Tale of Two Puzzles explains how to study risk embedded in financial transactions between …
EPUB
DRM
€59.13
Areski Cousin & Stephane Crepey: Paris-Princeton Lectures on Mathematical Finance 2010
The Paris-Princeton Lectures in Financial Mathematics, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialists – establis …
PDF
Anglais
DRM
€57.36
Stephane Crepey: Financial Modeling
Backward stochastic differential equations (BSDEs) provide a general mathematical framework for solving pricing and risk management questions of financial derivatives. They are of growing importance …
PDF
Anglais
DRM
€69.19
Tomasz R. (Illinois Institute of Technology, Chicago, USA) Bielecki & Damiano (Imperial College, London, UK) Brigo: Counterparty Risk and Funding
Solve the DVA/FVA Overlap Issue and Effectively Manage Portfolio Credit Risk Counterparty Risk and Funding: A Tale of Two Puzzles explains how to study risk embedded in financial transactions between …
PDF
DRM
€58.69