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Counterparty Risk and Funding: A Tale of Two Puzzles
This book explains how to study risk embedded in financial transactions between the bank and its cou... more |
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Xva Analysis: Probabilistic, Risk Measure, and Machine Learning Issues
XVA Analysis: Probabilistic, Risk Measure, and Machine Learning Issues offers readers an up-to-date ... more |
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Counterparty Risk and Funding: A Tale of Two Puzzles
Solve the DVA/FVA Overlap Issue and Effectively Manage Portfolio Credit Risk Counterparty Risk and F... more |
