Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide - Springer Finance - Giovanni Cesari - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783642262081 - March 1, 2012
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Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide - Springer Finance 2010 edition

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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     Paperback Book   (Book with soft cover and glued back)
Released March 1, 2012
ISBN13 9783642262081
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 254
Dimensions 233 × 155 × 19 mm   ·   420 g
Language German  

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