Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Bog, Paperback / softback, Engelsk)

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

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



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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.

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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 Paperback / softback
Sprog Engelsk
Udgave 2010 ed.
Udgivelsesdato 01-03-2012
Første udgivelsesår 2012
Serie Springer Finance
Illustrationer 70 Illustrations, black and white
Originalsprog Germany
Sideantal 254
Indbinding Paperback / softback
Forlag Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Sideoplysninger 254 pages, 70 Illustrations, black and white
Mål 155 x 233 x 19
ISBN-13 / EAN-13 9783642262081