IIE Logo

IIE
Switch to list view
Switch to thumbnail view
Select an Action
2 Results Found Subscribe to search results
00IIE
Print
1. 
Cover image for Counterparty credit risk, collateral and funding : with pricing cases for all asset classes
Counterparty credit risk, collateral and funding : with pricing cases for all asset classes
Counterparty credit risk, collateral and funding : with pricing cases for all asset classes
by 
Brigo, Damiano, 1966-
Format: 
Books
Publication Date 
2013
Excerpt: 
Counterparty credit risk, collateral and funding : with pricing cases for all asset classes / Brigo
Available: Copies:
2. 
Cover image for Understanding and managing model risk : a practical guide for quants, traders and validators
Understanding and managing model risk : a practical guide for quants, traders and validators
by 
Morini, Massimo.
Format: 
Books
Publication Date 
2011
Excerpt: 
Arbitrage -- 11.1.Introduction -- 11.2.Capital Structure Arbitrage -- 11.2.1.The Credit Model -- 11.2.2.The
Available: Copies:
Limit Search Results
Access Level
Author
Format
Material Type
Language
Library
Shelf Location
Publication Date
Subject
Item Available
Advanced Search Location