Valuation In A World Of Cva, Dva, And Fva : A Tutorial On Debt Securities And Interest Rate Derivatives

Valuation In A World Of Cva, Dva, And Fva : A Tutorial On Debt Securities And Interest Rate Derivatives

Autor
Donald J. Smith
Editura
World Scientific Publishing Co Pte Ltd
An publicare
2017
Nr. Pagini
228
ISBN
9789813224162
Categorii
Fictiune In Limbi Străine
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Descriere

The monograph addresses a canonical problem in linear water wave theory, through the development-detailed, asymptotic analysis of contour integrals in the complex plane. It is anticipated that the methodology developed in the monograph will have applicati

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