Modelling, Pricing, and Hedging Counterparty Credit Exposure
Giovanni Cesari, Gordon Lee, Ion Manda, John Aquilina, Niels Charpillon, Zlatko Filipovic
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2012
197,25 €On orderDelivery: 2-3 weeks
It was the end of 2005 when our employer, a major European Investment Bank, gave our team the mandate to compute in an accurate way the counterparty credit exposure arising from exotic derivatives traded by the ?rm.
- ISBN-13
- 9783642262081
- ISBN-10
- 3642262082
- Publisher
- Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Year
- 2012
- Publication date
- 2012-03-01
- Pages
- 254
- Dimensions
- 155x233x19
- Weight
- 420