How Long to Read Counterparty Credit Risk, Collateral and Funding

How Long Does it Take to Read Counterparty Credit Risk, Collateral and Funding?

It takes the average reader 7 hours and 51 minutes to read Counterparty Credit Risk, Collateral and Funding by Damiano Brigo

Assuming a reading speed of 250 words per minute. Learn more

Description

The book’s content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new general theory that is required for this methodology is developed from scratch, leading to a consistent and comprehensive framework for counterparty credit and funding risk, inclusive of collateral, netting rules, possible debit valuation adjustments, re-hypothecation and closeout rules. The book however also looks at quite practical problems, linking particular models to particular ‘concrete’ financial situations across asset classes, including interest rates, FX, commodities, equity, credit itself, and the emerging asset class of longevity. The authors also aim to help quantitative analysts, traders, and anyone else needing to frame and price counterparty credit and funding risk, to develop a ‘feel’ for applying sophisticated mathematics and stochastic calculus to solve practical problems. The main models are illustrated from theoretical formulation to final implementation with calibration to market data, always keeping in mind the concrete questions being dealt with. The authors stress that each model is suited to different situations and products, pointing out that there does not exist a single model which is uniformly better than all the others, although the problems originated by counterparty credit and funding risk point in the direction of global valuation. Finally, proposals for restructuring counterparty credit risk, ranging from contingent credit default swaps to margin lending, are considered.

How long is Counterparty Credit Risk, Collateral and Funding?

Counterparty Credit Risk, Collateral and Funding by Damiano Brigo is 464 pages long, and a total of 117,856 words.

This makes it 157% the length of the average book. It also has 144% more words than the average book.

How Long Does it Take to Read Counterparty Credit Risk, Collateral and Funding Aloud?

The average oral reading speed is 183 words per minute. This means it takes 10 hours and 44 minutes to read Counterparty Credit Risk, Collateral and Funding aloud.

What Reading Level is Counterparty Credit Risk, Collateral and Funding?

Counterparty Credit Risk, Collateral and Funding is suitable for students ages 12 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Counterparty Credit Risk, Collateral and Funding?

Counterparty Credit Risk, Collateral and Funding by Damiano Brigo is sold by several retailers and bookshops. However, Read Time works with Amazon to provide an easier way to purchase books.

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