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...
Clasificación: | Libro Electrónico |
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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.
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Edición: | 1st ed. 2009. |
Colección: | Springer Finance,
|
Temas: | |
Acceso en línea: | Texto Completo |
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