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Counterparty Credit Risk Modelling: Risk Management Pricing and Regulation - Michael Pykhtin
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Counterparty Credit Risk Modelling: Risk Management Pricing and Regulation - Taschenbuch

ISBN: 190433976X

[SR: 3398781], Paperback, [EAN: 9781904339762], Risk Books, Risk Books, Book, [PU: Risk Books], Risk Books, To enhance your understanding of the risk management, pricing and regulation of… Mehr…

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Counterparty Credit Risk Modelling: Risk Management Pricing and Regulation - Michael Pykhtin
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Counterparty Credit Risk Modelling: Risk Management Pricing and Regulation - gebunden oder broschiert

ISBN: 190433976X

[SR: 642160], Hardcover, [EAN: 9781904339762], Risk Books, Risk Books, Book, [PU: Risk Books], Risk Books, 14043891, General, 68, Business, Finance & Law, 1025612, Subjects, 266239, Books… Mehr…

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Pykhtin, M (ed):
Counterparty Credit Risk Modelling; Risk Mangement, Pricing and Regulation - gebunden oder broschiert

2005

ISBN: 190433976X

[EAN: 9781904339762], Gebraucht, guter Zustand, [PU: Risk Books], BUSINESS, Business & Economics|Decision-Making & Problem Solving, Business & Economics|Finance, Business & Economics|Inve… Mehr…

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Counterparty Credit Risk Modelling: Risk Management Pricing and Regulation - Taschenbuch

2005, ISBN: 190433976X

[EAN: 9781904339762], [PU: Risk Books], Business & Economics|Decision-Making & Problem Solving, Business & Economics|Finance, Business & Economics|Investments & Securities, Ships with Tra… Mehr…

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Michael Pykhtin [Editor]:
Counterparty Credit Risk Modelling: Risk Management Pricing and Regulation - Taschenbuch

ISBN: 9781904339762

Risk Books. Paperback. Good. Ships with Tracking Number! INTERNATIONAL WORLDWIDE Shipping available. May not contain Access Codes or Supplements. Buy with confidence, excellent cus… Mehr…

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Details zum Buch
Counterparty Credit Risk Modelling: Risk Management Pricing and Regulation

To enhance your understanding of the risk management, pricing and regulation of counterparty credit risk, this new title offers the most detailed and comprehensive coverage available. Michael Pykhtin, a globally respected expert in credit risk, has combed the industry’s most important organisations to assemble a winning team of specialist contributors – presenting you with an insider’s view of all the main elements of counterparty credit risk and how it will develop in the future. This new book brings you up-to-date with the very latest developments and innovations in modelling counterparty risk. Offers a detailed and topical analysis of the Basel Committee’s new regulatory capital rules for counterparty credit risk and the underlying models – and explains the changes Basel II will bring. You will learn from authors representing the cream of academia as well as the world’s leading financial and regulatory bodies – many of whom actively participated in the consultations between the industry and regulatory agencies on the new Basel II rules. Topics covered include: modelling collateral agreements, the development of conditional pricing methodology, modelling exposures for credit-sensitive instruments, the development of analytical methods for portfolio credit risk, emergence of expected positive exposure as the foundation for loan equivalent exposure, and the pricing of counterparty risk for credit-sensitive instruments. Additionally, the book reviews already established modelling concepts and methods. A comprehensive reference of lasting value – an essential learning tool for anyone involve

Detailangaben zum Buch - Counterparty Credit Risk Modelling: Risk Management Pricing and Regulation


EAN (ISBN-13): 9781904339762
ISBN (ISBN-10): 190433976X
Gebundene Ausgabe
Taschenbuch
Erscheinungsjahr: 2005
Herausgeber: Risk Books

Buch in der Datenbank seit 2007-05-25T06:38:06+02:00 (Berlin)
Detailseite zuletzt geändert am 2017-06-11T06:58:52+02:00 (Berlin)
ISBN/EAN: 9781904339762

ISBN - alternative Schreibweisen:
1-904339-76-X, 978-1-904339-76-2
Alternative Schreibweisen und verwandte Suchbegriffe:
Titel des Buches: modelling, counterparty credit risk


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