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Modelling, Pricing, And Hedging Counterparty Credit Exposure

A Technical Guide

by Giovanni Cesari, John Aquilina, Ion Manda, Zlatko Filipovic, Gordon Lee e Niels Charpillon
language: english
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG, January of 2010 ‧
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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.

Modelling, Pricing, And Hedging Counterparty Credit Exposure

A Technical Guide

by Giovanni Cesari, John Aquilina, Ion Manda, Zlatko Filipovic, Gordon Lee e Niels Charpillon

Property Description
ISBN: 9783642044533
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG
Release Date: January of 2010
Language: English
Cover: Hardcover
Pages: 254
Format: Book
Collection: Springer Finance
Categories: Books in English > Economics, Finance and Accounting > Finances
Books in English > Management > Management and Organization
EAN: 9783642044533

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