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Bücher von Stephane Crepey

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  • - A Tale of Two Puzzles
    von Stephane Crepey
    112,00 €

    This book explains how to study risk embedded in financial transactions between the bank and its counterparty. The authors provide an analytical basis for the quantitative methodology of dynamic valuation, mitigation, and hedging of bilateral counterparty risk on over-the-counter (OTC) derivative contracts under funding constraints. They explore

  • 10% sparen
    - A Backward Stochastic Differential Equations Perspective
    von Stephane Crepey
    58,00 - 75,00 €

    This book examines financial modeling and computational finance from a BSDE perspective, presenting a unified view of the pricing and hedging theory across all asset classes as well as a review of quantitative finance tools.

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