Tallenna
Modelling, Pricing, and Hedging Counterparty Credit Exposure
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.
- Alaotsikko
- A Technical Guide
- Kirjailija
- Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipovic, Gordon Lee, Ion Manda
- ISBN
- 9783642044533
- Kieli
- englanti
- Paino
- 446 grammaa
- Sarja
- Springer Finance
- Julkaisupäivä
- 12.1.2010
- Sivumäärä
- 254
