Modelling, Pricing, and Hedging Counterparty Credit Exposure
A Technical Guide
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.
Specificaties
| ISBN/EAN | 9783642044533 |
| Auteur | Giovanni Cesari |
| Uitgever | Van Ditmar Boekenimport B.V. |
| Taal | Engels |
| Uitvoering | Gebonden in harde band |
| Pagina's | 254 |
| Lengte | 241.0 mm |
| Breedte | 163.0 mm |