Modelling, Pricing, and Hedging Counterparty Credit Exposure : A Technical Guide (Springer Finance) （2013. XX, 254 p. w. 70figs. 235 mm）

By Cesari, Giovanni/ Aquilina, John/ Charpillon, Niels et al.

SPRINGER, BERLIN（2013発売）

• 製本 Paperback:紙装版/ペーパーバック版
• 商品コード 9783642262081

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.