"This book is a collection of analyses of methods and practices used to manage OTC derivative counterparty risk and their performance during the 2007-8 financial crisis. It covers the areas of counterparty risk measurement, pricing (CVA), hedging, collateralization, stress testi…
"This book is a collection of analyses of methods and practices used to manage OTC derivative counterparty risk and their performance during the 2007-8 financial crisis. It covers the areas of counterparty risk measurement, pricing (CVA), hedging, collateralization, stress testi…
"This book is a collection of analyses of methods and practices used to manage OTC derivative counterparty risk and their performance during the 2007-8 financial crisis. It covers the areas of counterparty risk measurement, pricing (CVA), hedging, collateralization, stress testi…
"This book is a collection of analyses of methods and practices used to manage OTC derivative counterparty risk and their performance during the 2007-8 financial crisis. It covers the areas of counterparty risk measurement, pricing (CVA), hedging, collateralization, stress testi…
Practical risk-adjusted performance measurement
by ebrary, Inc, Bacon, Carl R.
fromWiley finance
Practical risk-adjusted performance measurement
Practical risk-adjusted performance measurement
by ProQuest (Firm), Bacon, Carl R.
fromWiley finance
Practical risk-adjusted performance measurement
Practical risk-adjusted performance measurement
A practitioner's guide to ex-post performance measurement techniquesRisk within asset management firms has an undeserved reputation for being an overly complex, mathematical subject. This book simplifies the subject and demonstrates with practical examples that risk is perfectly…