Modelling, Pricing, And Hedging Counterparty Credit Exposure
A Technical Guide
language: english
Publisher:
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG, March of 2012 ‧
see product details
SYNOPSIS
It was the end of 2005 when our employer, a major European Investment Bank, gave our team the mandate to compute in an accurate way the counterparty credit exposure arising from exotic derivatives traded by the ?rm.
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9783642262081 |
| Publisher: | SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Release Date: | March of 2012 |
| Language: | English |
| Dimensions: | 155 x 235 x 15 mm |
| Cover: | Softcover |
| Pages: | 254 |
| Format: | Book |
| Collection: | Springer Finance |
| Categories: |
Books in English
>
Economics, Finance and Accounting
>
Finances
Books in English > Management > Management and Organization |
| EAN: | 9783642262081 |
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