Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide
No Customer Reviews
Select Format
Select Condition 
Book Overview
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. As often happens, - posure of products such as, for example, exotic interest-rate, or credit derivatives were modelled under conservative assumptions and credit of?cers were struggling to assess the real risk. We started with a few models...
Format:Paperback
Language:English
ISBN:3642262082
ISBN13:9783642262081
Release Date:March 2012
Publisher:Springer
Length:254 Pages
Weight:0.86 lbs.
Dimensions:0.6" x 6.1" x 9.2"
Customer Reviews
0 rating
Copyright © 2024 Thriftbooks.com Terms of Use | Privacy Policy | Do Not Sell/Share My Personal Information | Cookie Policy | Cookie Preferences | Accessibility Statement
ThriftBooks® and the ThriftBooks® logo are registered trademarks of Thrift Books Global, LLC
ThriftBooks® and the ThriftBooks® logo are registered trademarks of Thrift Books Global, LLC
