Košík
zboží
(prázdné)
This new book seeks to navigate the reader through the complexities of CVA, DVA and FVA. Modelling frameworks for these three quantities are discussed in detail including the very latest developments in FVA and OIS discounting. The book covers simple analytic models through to complex multi-asset...
číst celé
This new book seeks to navigate the reader through the complexities of CVA, DVA and FVA. Modelling frameworks for these three quantities are discussed in detail including the very latest developments in FVA and OIS discounting. The book covers simple analytic models through to complex multi-asset class Monte Carlo engines.
schovat popis
- Nakladatel: John Wiley & Sons Inc
- Kód:
- Rok vydání: 2015
- Jazyk: Angličtina
- Vazba: Gebunden
- Počet stran: 536
- Šířka balení: 25.6 cm
- Výška balení: 18 cm
- Hloubka balení: 3.5 cm
- Váha balení: 1.1 kg
Recenze