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
Rating:
433.99 Lei
Disponibilitate : La comanda

Stocul este limitat la furnizorii nostri. Disponibilitatea si termenul de livrare va vor fi comunicate telefonic in maxim 48 de ore. Puteti anula comanda in cazul in care informatiile furnizate nu va sunt convenabile.