Modelling, Pricing, and Hedging Counterparty Credit Exposure

Giovanni Cesari , John Aquilina , Niels Charpillon , Zlatko Filipovic , Gordon Lee , Ion Manda

This volume offers practical solutions to the problem of computing credit exposure for large books of derivatives. It presents a software architecture that allows the computation of credit exposure in a portfolio-aggregated and scenario-consistent way.
  • Limba : Engleza
  • Data Publicarii : 12 Jan 2010
  • Format : Hardback
  • Numar pagini : 254
  • ISBN : 9783642044533
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433.99 Lei
Disponibilitate : 4-6 saptamani

Acest produs este disponibil in stocul furnizorilor okian.ro si poate fi livrat in 4-6 saptamani