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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
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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
Understanding and managing model risk : a practical guide for quants, traders and validators
by 
Morini, Massimo.
Format: 
Books
Publication Date 
2011
Excerpt: 
Compound and Barrier Options -- 2.9.2.Comparing Short Rate and Market Models in Pricing Interest Rate
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