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

• Κύριοι συγγραφείς: Cesari, Giovanni (Συγγραφέας), Aquilina, John (Συγγραφέας), Charpillon, Niels (Συγγραφέας), Filipovic, Zlatko (Συγγραφέας), Lee, Gordon (Συγγραφέας), Manda, Ion (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2009.
• Σειρά: Springer Finance
• Θέματα: Business.; Management science.; Economics, Mathematical.; Numerical analysis.; Probabilities.; Statistics.; Business and Management.; Business and Management, general.; Probability Theory and Stochastic Processes.; Numerical Analysis.; Quantitative Finance.; Statistics for Business/Economics/Mathematical Finance/Insurance.

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...