Tomasz R Bielecki: 1 book

Book cover of Counterparty Risk and Funding

Counterparty Risk and Funding

A Tale of Two Puzzles

by Stéphane Crépey, Tomasz R. Bielecki, Damiano Brigo
Language: English
Release Date: June 23, 2014

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 the bank and its counterparty. The authors provide an analytical basis for the quantitative...
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