Sökresultat för: Massimo Morini
Counterparty Credit Risk, Collateral and Funding (Inbunden)
avDamiano Brigo, Massimo Morini, Andrea Pallavicini
ISBN: 9780470748466 - UTGIVEN: 201303The 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 counterpart[...]
Understanding and Managing Model Risk: A Practical Guide for Quants, Trader (Häftad)
avMassimo Morini
ISBN: 9780470977613 - UTGIVEN: 2011-10-31A* Understanding and Managing Model Risk is a guide to the validation and risk management of quantitative models used for pricing and hedging.[...]
