Modelling, Pricing, and Hedging Counterparty Credit Exposure A Technical Guide / by Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipovic, Gordon Lee, Ion Manda.
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...
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Bibliographic Details
| Main Authors: |
Cesari, Giovanni
(Author),
Aquilina, John
(Author),
Charpillon, Niels
(Author),
Filipovic, Zlatko
(Author),
Lee, Gordon
(Author),
Manda, Ion
(Author) |
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| Corporate Author: |
SpringerLink (Online service) |
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| Format: | eBook
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| Language: | English |
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| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2009.
|
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| Edition: | 1st ed. 2009. |
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| Series: | Springer Finance,
Springer eBook Collection.
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| Subjects: | |
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| Online Access: | Click to view e-book
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| Holy Cross Note: | Loaded electronically.
Electronic access restricted to members of the Holy Cross Community. |
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