Counterparty credit risk, collateral and funding: with pricing cases for all asset classes
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Chichester, West Sussex
John Wiley & Sons Inc.
2013
|
| Schriftenreihe: | [Wiley finance series]
|
| Schlagworte: | |
| Online-Zugang: | FRO01 UBR01 UBG01 Volltext |
| Beschreibung: | Includes bibliographical references and index The 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 counterparty credit and funding risk, inclusive of collateral, netting rules, possible debit valuation adjustments, re-hypothecation and closeout rules. The book however also looks at quite practical problems, linking particular models to particular 'concrete' financial situations across asset classes, incl |
| Beschreibung: | 1 Online-Ressource |
| ISBN: | 9780470661673 0470661674 9780470661789 047066178X 9780470662496 0470662492 047074846X 9780470748466 9781299315891 1299315895 9781118818589 111881858X |
Internformat
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV043395298 | ||
| 003 | DE-604 | ||
| 005 | 20180111 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 160222s2013 |||| o||u| ||||||eng d | ||
| 020 | |a 9780470661673 |c MobiPocket |9 978-0-470-66167-3 | ||
| 020 | |a 0470661674 |c MobiPocket |9 0-470-66167-4 | ||
| 020 | |a 9780470661789 |c ePub |9 978-0-470-66178-9 | ||
| 020 | |a 047066178X |c ePub |9 0-470-66178-X | ||
| 020 | |a 9780470662496 |c Adobe PDF |9 978-0-470-66249-6 | ||
| 020 | |a 0470662492 |c Adobe PDF |9 0-470-66249-2 | ||
| 020 | |a 047074846X |9 0-470-74846-X | ||
| 020 | |a 9780470748466 |9 978-0-470-74846-6 | ||
| 020 | |a 9781299315891 |9 978-1-299-31589-1 | ||
| 020 | |a 1299315895 |9 1-299-31589-5 | ||
| 020 | |a 9781118818589 |9 978-1-118-81858-9 | ||
| 020 | |a 111881858X |9 1-118-81858-X | ||
| 024 | 7 | |a 10.1002/9781118818589 |2 doi | |
| 035 | |a (ZDB-35-WIC)ocn824120034 | ||
| 035 | |a (OCoLC)824120034 | ||
| 035 | |a (DE-599)BVBBV043395298 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-861 |a DE-355 | ||
| 082 | 0 | |a 332.701/5195 |2 23 | |
| 084 | |a QK 320 |0 (DE-625)141644: |2 rvk | ||
| 100 | 1 | |a Brigo, Damiano |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Counterparty credit risk, collateral and funding |b with pricing cases for all asset classes |c Damiano Brigo, Massimo Morini, Andrea Pallavicini |
| 264 | 1 | |a Chichester, West Sussex |b John Wiley & Sons Inc. |c 2013 | |
| 300 | |a 1 Online-Ressource | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a [Wiley finance series] | |
| 500 | |a Includes bibliographical references and index | ||
| 500 | |a The 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 counterparty credit and funding risk, inclusive of collateral, netting rules, possible debit valuation adjustments, re-hypothecation and closeout rules. The book however also looks at quite practical problems, linking particular models to particular 'concrete' financial situations across asset classes, incl | ||
| 650 | 7 | |a BUSINESS & ECONOMICS / Finance |2 bisacsh | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Wirtschaft | |
| 650 | 4 | |a Finance / Mathematical models | |
| 650 | 4 | |a Credit / Mathematical models | |
| 650 | 4 | |a Credit derivatives / Mathematical models | |
| 650 | 4 | |a Financial risk / Mathematical models | |
| 650 | 0 | 7 | |a Vertragspartei |0 (DE-588)4472582-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Mathematisches Modell |0 (DE-588)4114528-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Kreditrisiko |0 (DE-588)4114309-7 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Bewertung |0 (DE-588)4006340-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Management |0 (DE-588)4037278-9 |2 gnd |9 rswk-swf |
| 653 | |a Electronic books | ||
| 655 | 7 | |8 1\p |0 (DE-588)4143413-4 |a Aufsatzsammlung |2 gnd-content | |
| 689 | 0 | 0 | |a Kreditrisiko |0 (DE-588)4114309-7 |D s |
| 689 | 0 | 1 | |a Vertragspartei |0 (DE-588)4472582-6 |D s |
| 689 | 0 | 2 | |a Bewertung |0 (DE-588)4006340-9 |D s |
| 689 | 0 | 3 | |a Management |0 (DE-588)4037278-9 |D s |
| 689 | 0 | 4 | |a Mathematisches Modell |0 (DE-588)4114528-8 |D s |
| 689 | 0 | |8 2\p |5 DE-604 | |
| 700 | 1 | |a Morini, Massimo |e Sonstige |4 oth | |
| 700 | 1 | |a Pallavicini, Andrea |e Sonstige |4 oth | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe, Hardcover |z 978-0-470-74846-6 |
| 856 | 4 | 0 | |u https://onlinelibrary.wiley.com/doi/book/10.1002/9781118818589 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-35-WIC | ||
| 940 | 1 | |q UBG_PDA_WIC | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-028813882 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 883 | 1 | |8 2\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 966 | e | |u https://onlinelibrary.wiley.com/doi/book/10.1002/9781118818589 |l FRO01 |p ZDB-35-WIC |q FRO_PDA_WIC |x Verlag |3 Volltext | |
| 966 | e | |u https://onlinelibrary.wiley.com/doi/book/10.1002/9781118818589 |l UBR01 |p ZDB-35-WIC |q UBR_PDA_WIC_Kauf |x Verlag |3 Volltext | |
| 966 | e | |u https://onlinelibrary.wiley.com/doi/book/10.1002/9781118818589 |l UBG01 |p ZDB-35-WIC |q UBG_PDA_WIC |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804175974989824000 |
|---|---|
| any_adam_object | |
| author | Brigo, Damiano |
| author_facet | Brigo, Damiano |
| author_role | aut |
| author_sort | Brigo, Damiano |
| author_variant | d b db |
| building | Verbundindex |
| bvnumber | BV043395298 |
| classification_rvk | QK 320 |
| collection | ZDB-35-WIC |
| ctrlnum | (ZDB-35-WIC)ocn824120034 (OCoLC)824120034 (DE-599)BVBBV043395298 |
| dewey-full | 332.701/5195 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.701/5195 |
| dewey-search | 332.701/5195 |
| dewey-sort | 3332.701 45195 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>04229nmm a2200841zc 4500</leader><controlfield tag="001">BV043395298</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20180111 </controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">160222s2013 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780470661673</subfield><subfield code="c">MobiPocket</subfield><subfield code="9">978-0-470-66167-3</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0470661674</subfield><subfield code="c">MobiPocket</subfield><subfield code="9">0-470-66167-4</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780470661789</subfield><subfield code="c">ePub</subfield><subfield code="9">978-0-470-66178-9</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">047066178X</subfield><subfield code="c">ePub</subfield><subfield code="9">0-470-66178-X</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780470662496</subfield><subfield code="c">Adobe PDF</subfield><subfield code="9">978-0-470-66249-6</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0470662492</subfield><subfield code="c">Adobe PDF</subfield><subfield code="9">0-470-66249-2</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">047074846X</subfield><subfield code="9">0-470-74846-X</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780470748466</subfield><subfield code="9">978-0-470-74846-6</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781299315891</subfield><subfield code="9">978-1-299-31589-1</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1299315895</subfield><subfield code="9">1-299-31589-5</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781118818589</subfield><subfield code="9">978-1-118-81858-9</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">111881858X</subfield><subfield code="9">1-118-81858-X</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1002/9781118818589</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-35-WIC)ocn824120034</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)824120034</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV043395298</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-861</subfield><subfield code="a">DE-355</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.701/5195</subfield><subfield code="2">23</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 320</subfield><subfield code="0">(DE-625)141644:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Brigo, Damiano</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Counterparty credit risk, collateral and funding</subfield><subfield code="b">with pricing cases for all asset classes</subfield><subfield code="c">Damiano Brigo, Massimo Morini, Andrea Pallavicini</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Chichester, West Sussex</subfield><subfield code="b">John Wiley & Sons Inc.</subfield><subfield code="c">2013</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">[Wiley finance series]</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references and index</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">The 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 counterparty credit and funding risk, inclusive of collateral, netting rules, possible debit valuation adjustments, re-hypothecation and closeout rules. The book however also looks at quite practical problems, linking particular models to particular 'concrete' financial situations across asset classes, incl</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS / Finance</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Wirtschaft</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finance / Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Credit / Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Credit derivatives / Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Financial risk / Mathematical models</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Vertragspartei</subfield><subfield code="0">(DE-588)4472582-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Mathematisches Modell</subfield><subfield code="0">(DE-588)4114528-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kreditrisiko</subfield><subfield code="0">(DE-588)4114309-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Bewertung</subfield><subfield code="0">(DE-588)4006340-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Management</subfield><subfield code="0">(DE-588)4037278-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">Electronic books</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="8">1\p</subfield><subfield code="0">(DE-588)4143413-4</subfield><subfield code="a">Aufsatzsammlung</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Kreditrisiko</subfield><subfield code="0">(DE-588)4114309-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Vertragspartei</subfield><subfield code="0">(DE-588)4472582-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Bewertung</subfield><subfield code="0">(DE-588)4006340-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">Management</subfield><subfield code="0">(DE-588)4037278-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="4"><subfield code="a">Mathematisches Modell</subfield><subfield code="0">(DE-588)4114528-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">2\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Morini, Massimo</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Pallavicini, Andrea</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe, Hardcover</subfield><subfield code="z">978-0-470-74846-6</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://onlinelibrary.wiley.com/doi/book/10.1002/9781118818589</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-35-WIC</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">UBG_PDA_WIC</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-028813882</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">2\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://onlinelibrary.wiley.com/doi/book/10.1002/9781118818589</subfield><subfield code="l">FRO01</subfield><subfield code="p">ZDB-35-WIC</subfield><subfield code="q">FRO_PDA_WIC</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://onlinelibrary.wiley.com/doi/book/10.1002/9781118818589</subfield><subfield code="l">UBR01</subfield><subfield code="p">ZDB-35-WIC</subfield><subfield code="q">UBR_PDA_WIC_Kauf</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://onlinelibrary.wiley.com/doi/book/10.1002/9781118818589</subfield><subfield code="l">UBG01</subfield><subfield code="p">ZDB-35-WIC</subfield><subfield code="q">UBG_PDA_WIC</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| genre | 1\p (DE-588)4143413-4 Aufsatzsammlung gnd-content |
| genre_facet | Aufsatzsammlung |
| id | DE-604.BV043395298 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:24:49Z |
| institution | BVB |
| isbn | 9780470661673 0470661674 9780470661789 047066178X 9780470662496 0470662492 047074846X 9780470748466 9781299315891 1299315895 9781118818589 111881858X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028813882 |
| oclc_num | 824120034 |
| open_access_boolean | |
| owner | DE-861 DE-355 DE-BY-UBR |
| owner_facet | DE-861 DE-355 DE-BY-UBR |
| physical | 1 Online-Ressource |
| psigel | ZDB-35-WIC UBG_PDA_WIC ZDB-35-WIC FRO_PDA_WIC ZDB-35-WIC UBR_PDA_WIC_Kauf ZDB-35-WIC UBG_PDA_WIC |
| publishDate | 2013 |
| publishDateSearch | 2013 |
| publishDateSort | 2013 |
| publisher | John Wiley & Sons Inc. |
| record_format | marc |
| series2 | [Wiley finance series] |
| spelling | Brigo, Damiano Verfasser aut Counterparty credit risk, collateral and funding with pricing cases for all asset classes Damiano Brigo, Massimo Morini, Andrea Pallavicini Chichester, West Sussex John Wiley & Sons Inc. 2013 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier [Wiley finance series] Includes bibliographical references and index The 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 counterparty credit and funding risk, inclusive of collateral, netting rules, possible debit valuation adjustments, re-hypothecation and closeout rules. The book however also looks at quite practical problems, linking particular models to particular 'concrete' financial situations across asset classes, incl BUSINESS & ECONOMICS / Finance bisacsh Mathematisches Modell Wirtschaft Finance / Mathematical models Credit / Mathematical models Credit derivatives / Mathematical models Financial risk / Mathematical models Vertragspartei (DE-588)4472582-6 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Kreditrisiko (DE-588)4114309-7 gnd rswk-swf Bewertung (DE-588)4006340-9 gnd rswk-swf Management (DE-588)4037278-9 gnd rswk-swf Electronic books 1\p (DE-588)4143413-4 Aufsatzsammlung gnd-content Kreditrisiko (DE-588)4114309-7 s Vertragspartei (DE-588)4472582-6 s Bewertung (DE-588)4006340-9 s Management (DE-588)4037278-9 s Mathematisches Modell (DE-588)4114528-8 s 2\p DE-604 Morini, Massimo Sonstige oth Pallavicini, Andrea Sonstige oth Erscheint auch als Druck-Ausgabe, Hardcover 978-0-470-74846-6 https://onlinelibrary.wiley.com/doi/book/10.1002/9781118818589 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Brigo, Damiano Counterparty credit risk, collateral and funding with pricing cases for all asset classes BUSINESS & ECONOMICS / Finance bisacsh Mathematisches Modell Wirtschaft Finance / Mathematical models Credit / Mathematical models Credit derivatives / Mathematical models Financial risk / Mathematical models Vertragspartei (DE-588)4472582-6 gnd Mathematisches Modell (DE-588)4114528-8 gnd Kreditrisiko (DE-588)4114309-7 gnd Bewertung (DE-588)4006340-9 gnd Management (DE-588)4037278-9 gnd |
| subject_GND | (DE-588)4472582-6 (DE-588)4114528-8 (DE-588)4114309-7 (DE-588)4006340-9 (DE-588)4037278-9 (DE-588)4143413-4 |
| title | Counterparty credit risk, collateral and funding with pricing cases for all asset classes |
| title_auth | Counterparty credit risk, collateral and funding with pricing cases for all asset classes |
| title_exact_search | Counterparty credit risk, collateral and funding with pricing cases for all asset classes |
| title_full | Counterparty credit risk, collateral and funding with pricing cases for all asset classes Damiano Brigo, Massimo Morini, Andrea Pallavicini |
| title_fullStr | Counterparty credit risk, collateral and funding with pricing cases for all asset classes Damiano Brigo, Massimo Morini, Andrea Pallavicini |
| title_full_unstemmed | Counterparty credit risk, collateral and funding with pricing cases for all asset classes Damiano Brigo, Massimo Morini, Andrea Pallavicini |
| title_short | Counterparty credit risk, collateral and funding |
| title_sort | counterparty credit risk collateral and funding with pricing cases for all asset classes |
| title_sub | with pricing cases for all asset classes |
| topic | BUSINESS & ECONOMICS / Finance bisacsh Mathematisches Modell Wirtschaft Finance / Mathematical models Credit / Mathematical models Credit derivatives / Mathematical models Financial risk / Mathematical models Vertragspartei (DE-588)4472582-6 gnd Mathematisches Modell (DE-588)4114528-8 gnd Kreditrisiko (DE-588)4114309-7 gnd Bewertung (DE-588)4006340-9 gnd Management (DE-588)4037278-9 gnd |
| topic_facet | BUSINESS & ECONOMICS / Finance Mathematisches Modell Wirtschaft Finance / Mathematical models Credit / Mathematical models Credit derivatives / Mathematical models Financial risk / Mathematical models Vertragspartei Kreditrisiko Bewertung Management Aufsatzsammlung |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781118818589 |
| work_keys_str_mv | AT brigodamiano counterpartycreditriskcollateralandfundingwithpricingcasesforallassetclasses AT morinimassimo counterpartycreditriskcollateralandfundingwithpricingcasesforallassetclasses AT pallaviciniandrea counterpartycreditriskcollateralandfundingwithpricingcasesforallassetclasses |