Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Bog, Hardback, Engelsk) af Giovanni Cesari

Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide

(Bog, Hardback, Engelsk)
Forfattere: Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipovic, Gordon Lee, Ion Manda



Bemærk: Kan ikke leveres før jul.

Når du handler på WilliamDam.dk, betaler du den pris du ser.

  • Ingen gebyrer
  • Ingen abonnementer
  • Ingen bindingsperioder

Beskrivelse

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.

Læsernes anmeldelser (0)

Alle detaljer

Forlag Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Forfattere Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipovic, Gordon Lee, Ion Manda
Type Bog
Format Hardback
Sprog Engelsk
Udgivelsesdato 12-01-2010
Første udgivelsesår 2010
Serie Springer Finance
Illustrationer 70 Illustrations, black and white
Originalsprog Germany
Sideantal 254
Indbinding Hardback
Forlag Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Sideoplysninger 254 pages, 70 Illustrations, black and white
Mål 242 x 163 x 17
ISBN-13 / EAN-13 9783642044533