LIBROS DEL AUTOR: tomasz r bielecki

4 resultados para LIBROS DEL AUTOR: tomasz r bielecki

tomasz r bielecki Eliminar filtro Quitar filtros
  • 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 €

  • Credit Risk
    Marek Rutkowski / Tomasz R. Bielecki
    Mathematical finance and financial engineering have been rapidly expanding fields of science over the past three decades. The main reason behind this phenomenon has been the success of sophisticated quantitative methodolo­ gies in helping professionals manage financial risks. It is expected that the newly developed credit derivatives industry will also benefit from the use of a...
    Disponible

    46,74 €

  • Credit Risk
    Marek Rutkowski / Tomasz R. Bielecki
    The motivation for the mathematical modeling studied in this text on developments in credit risk research is the bridging of the gap between mathematical theory of credit risk and the financial practice. Mathematical developments are covered thoroughly and give the structural and reduced-form approaches to credit risk modeling. Included is a detailed ...
    Disponible

    157,42 €

  • Paris-Princeton Lectures on Mathematical Finance 2003
    Tomasz R. Bielecki
    The Paris-Princeton Lectures in Financial Mathematics, of which this is the second volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can serve as an introductory reference for research in the f...
    Disponible

    60,27 €