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Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide - Springer Finance Giovanni Cesari
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Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide - Springer Finance
Giovanni Cesari
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.
274 pages, 70 black & white illustrations, biography
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 12 de enero de 2010 |
| ISBN13 | 9783642044533 |
| Editores | Springer-Verlag Berlin and Heidelberg Gm |
| Páginas | 254 |
| Dimensiones | 163 × 242 × 17 mm · 550 g |
| Lengua | Alemán |
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