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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