Spara
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.
- Undertitel
- A Technical Guide
- Författare
- Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipovic, Gordon Lee, Ion Manda
- ISBN
- 9783642044533
- Språk
- Engelska
- Vikt
- 446 gram
- Serie
- Springer Finance
- Utgivningsdatum
- 2010-01-12
- Sidor
- 254
