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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