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Counterparty Risk and Funding: A Tale of Two Puzzles by Tomasz R. Bielecki (Engl - Picture 1 of 1

Counterparty Risk and Funding: A Tale of Two Puzzles by Tomasz R. Bielecki, Stephane Crepey, Damiano Brigo (Hardcover, 2014)

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Price:
AU $311.39
ApproximatelyUS $206.16
+ AU $25.31 shipping
Estimated delivery Wed, May 22 - Mon, Jun 3
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By Tomasz R. Bielecki, Damiano Brigo, Stéphane Crépey. Taking a more practical slant, the third part introduces a reduced-form modeling approach in which the risk of default of the two parties only shows up through their default intensities.