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

Building an accurate representation of firm-wide credit exposure, used for both trading and risk management, raises significant theoretical and technical challenges. This volume can be considered as a roadmap to finding practical solutions to the problem of modelling, pricing, and hedging counterpar...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Cesari, Giovanni (Autor), Aquilina, John (Autor), Charpillon, Niels (Autor), Filipovic, Zlatko (Autor), Lee, Gordon (Autor), Manda, Ion (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2009.
Edición:1st ed. 2009.
Colección:Springer Finance,
Temas:
Business.
Management science.
Probabilities.
Numerical analysis.
Social sciences > Mathematics.
Statistics .
Business and Management.
Probability Theory.
Numerical Analysis.
Mathematics in Business, Economics and Finance.
Statistics in Business, Management, Economics, Finance, Insurance.
Acceso en línea:Texto Completo

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