Modelling, Pricing, and Hedging Counterparty Credit Exposure - Hardback - 2010
Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipovic, Gordon Lee, Ion Manda
Resumo
This volume offers practical solutions to the problem of computing credit exposure for large books of derivatives. It presents a software architecture that allows the computation of credit exposure in a portfolio-aggregated and scenario-consistent way.
Year of publication: 2010
Pagination: 254 pages, 70 black & white illustrations, biography
Format: Hardback
Serie: Springer Finance
Year of publication: 2010
Pagination: 254 pages, 70 black & white illustrations, biography
Format: Hardback
Serie: Springer Finance
Modelling, Pricing, and Hedging Counterparty Credit...
Resumo
This volume offers practical solutions to the problem of computing credit exposure for large books of derivatives. It presents a software architecture that allows the computation of credit exposure in a portfolio-aggregated and scenario-consistent way.
Year of publication: 2010
Pagination: 254 pages, 70 black & white illustrations, biography
Format: Hardback
Serie: Springer Finance
Year of publication: 2010
Pagination: 254 pages, 70 black & white illustrations, biography
Format: Hardback
Serie: Springer Finance
Publicidade
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Modelling, Pricing, and Hedging Counterparty Credit Exposure - Hardback - 2010
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Características
- Editora
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Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Dimensão
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242 x 163 x 17
- Peso
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550
- Tema
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Finance & accounting|Numerical analysis
- Origem
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Germany
- EAN
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9783642044533
Publicidade
Publicidade