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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
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | January 12, 2010 |
| ISBN13 | 9783642044533 |
| Publishers | Springer-Verlag Berlin and Heidelberg Gm |
| Pages | 254 |
| Dimensions | 163 × 242 × 17 mm · 550 g |
| Language | German |
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