Modelling, Pricing, and Hedging Counterparty Credit Exposure A Technical Guide /

Modelling, Pricing, and Hedging Counterparty Credit Exposure A Technical Guide /

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)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2009.
Series:Springer Finance
Subjects:
Business.
Management science.
Economics, Mathematical.
Numerical analysis.
Probabilities.
Statistics.
Business and Management.
Business and Management, general.
Probability Theory and Stochastic Processes.
Numerical Analysis.
Quantitative Finance.
Statistics for Business/Economics/Mathematical Finance/Insurance.
Online Access:Full Text via HEAL-Link

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Full Text via HEAL-Link

ΒΚΠ - Πατρα: ALFd

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Call Number: 330.01 BAU
Copy 1 Available

ΒΚΠ - Πατρα: BSC

Holdings details from ΒΚΠ - Πατρα: BSC
Call Number: 330.01 BAU
Copy 2 Available
Copy 3 Available

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