Modelling, Pricing, and Hedging Counterparty Credit Exposure : A Technical Guide (Springer Finance)

Cesari, G./ Aquilina, J.

Springer（2010/01発売）

• 製本 Hardcover:ハードカバー版／ページ数 254 p.
• 言語 ENG
• 商品コード 9783642044533

Full Description

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.