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...
Κύριοι συγγραφείς: | Cesari, Giovanni (Συγγραφέας), Aquilina, John (Συγγραφέας), Charpillon, Niels (Συγγραφέας), Filipovic, Zlatko (Συγγραφέας), Lee, Gordon (Συγγραφέας), Manda, Ion (Συγγραφέας) |
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Συγγραφή απο Οργανισμό/Αρχή: | SpringerLink (Online service) |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2009.
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Σειρά: | Springer Finance
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Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
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