Modelling, pricing, and hedging counterparty credit exposure : a technical guide
Building an accurate representation of firm-wide credit exposure, used for both trading and risk management, raises significant theoretical and technical challenges. This volume can be considered as a roadmap to finding practical solutions to the problem of modelling, pricing, and hedging counterpar...
Сохранить в:
| Главные авторы: | , , , , |
|---|---|
| Формат: | Livre numérique |
| Язык: | Anglais |
| Опубликовано: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Редактирование: | 1st ed. 2009. |
| Серии: | Springer Finance
|
| Предметы: | |
| Online-ссылка: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Примечание: |
Description d'après consultation du 13 février 2012 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Modelling, pricing, and hedging counterparty credit exposure, a technical guide, by Giovanni Cesari, John Aquilina, Niels Charpillon ... [et al.], Heidelberg, Springer, 2009, 1 vol. (XX-254 p.), Springer finance, 978-3-642-04453-3 • Modelling, Pricing, and Hedging Counterparty Credit Exposure, Texte imprimé, 9783642044847 • Modelling, Pricing, and Hedging Counterparty Credit Exposure, Texte imprimé, 9783642262081 • Modelling, pricing, and hedging counterparty credit exposure, a technical guide, by Giovanni Cesari, John Aquilina, Niels Charpillon ... [et al.], Heidelberg, Springer, 2009, 1 vol. (XX-254 p.), Springer finance, 978-3-642-04453-3 |