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  1. Modelling, Pricing, and Hedging Counterparty Credit Exposure (Inbunden)

    av

    Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipovic, Gordon Lee, Ion Manda
    ISBN: 9783642044533 - UTGIVEN: 2010-01-01

    Offers a roadmap to finding practical solutions to the problem of modelling, pricing, and hedging counterparty credit exposure for large portfolios of both vanilla and exotic derivatives, usually traded by large Investment Banks. This book addresses, from a quantitative perspective, developments rel[...]

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    från 770.00 kr

  2. Modelling, Pricing, and Hedging Counterparty Credit Exposure (Häftad)

    av

    Giovanni Cesari
    ISBN: 9783642262081 - UTGIVEN: 2012-01

    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, o[...]

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    från 773.00 kr
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