LIBROS DEL AUTOR: stephane crepey

4 resultados para LIBROS DEL AUTOR: stephane crepey

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  • Counterparty Risk and Funding
    Damiano Brigo / Stéphane Crépey / Tomasz R. Bielecki
    This book explains how to study risk embedded in financial transactions between the bank and its counterparty. The authors provide an analytical basis for the quantitative methodology of dynamic valuation, mitigation, and hedging of bilateral counterparty risk on over-the-counter (OTC) derivative contracts under funding constraints. They explore ...
    Disponible

    109,75 €

  • Financial Modeling
    Stephane Crepey
    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 for nonlinear pricing problems such as CVA computations that have been developed since the crisis. Although BSDEs are well known to academics, they are less familiar to practitioner...
    Disponible

    99,95 €

  • Financial Modeling
    Stephane Crepey
    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 for nonlinear pricing problems such as CVA computations that have been developed since the crisis. Although BSDEs are well known to academics, they are less familiar to practitioner...
    Disponible

    46,95 €

  • Paris-Princeton Lectures on Mathematical Finance 2010
    Areski Cousin / Stéphane Crépey
    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 - established or on the rise! The aim is to produce a series of articles that can serve as an introductory reference source for research in the field. The articles are the result of frequent ...
    Disponible

    65,88 €