Abstract: Chapter 16 Counterparty Risk Management and Valuation Michael Pykhtin, Michael PykhtinSearch for more papers by this author Michael Pykhtin, Michael PykhtinSearch for more papers by this author Tomasz R. Bielecki, Tomasz R. BieleckiSearch for more papers by this authorDamiano Brigo, Damiano BrigoSearch for more papers by this authorFédéric Patras, Fédéric PatrasSearch for more papers by this author Book Author(s):Tomasz R. Bielecki, Tomasz R. BieleckiSearch for more papers by this authorDamiano Brigo, Damiano BrigoSearch for more papers by this authorFédéric Patras, Fédéric PatrasSearch for more papers by this author First published: 24 January 2011 https://doi.org/10.1002/9781118531839.ch16 AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinked InRedditWechat Summary This chapter contains sections titled: Introduction Managing and Mitigating Counterparty Credit Risk Credit Exposure Credit Exposure under Collateralization Pricing Counterparty Risk Portfolio Loss and Economic Capital Notes Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity RelatedInformation
Publication Year: 2011
Publication Date: 2011-01-24
Language: en
Type: other
Indexed In: ['crossref']
Access and Citation
Cited By Count: 6
AI Researcher Chatbot
Get quick answers to your questions about the article from our AI researcher chatbot