650
Cesari, Giovanni.
Modelling, Pricing, and Hedging Counterparty Credit Exposure A Technical Guide / by Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipovic, Gordon Lee, Ion Manda. -
XX, 254 p. 70 illus. online resource.
- (Springer Finance, )
Content notes : Methodology -- Modelling Framework -- Simulation Models -- Valuation and Sensitivities -- Architecture and Implementation -- Computational Framework -- Implementation -- Architecture -- Products -- Interest-Rate Products -- Equity, Commodity, Inflation and FX Products -- Credit Derivatives -- Structures -- Hedging and Managing Counterparty Risk -- Counterparty Risk Aggregation and Risk Mitigation -- Combining Market and Credit Risk -- Pricing Counterparty Credit Risk.
9783642044540
* Business. Distribution (Probability theory. Numerical analysis. Finance. Statistics. Business and Management, general. Probability Theory and Stochastic Processes. Numerical Analysis. Quantitative Finance. Statistics for Business/Economics/Mathematical Finance/Insurance.
* Aquilina, John., aut, http://id.loc.gov/vocabulary/relators/aut Charpillon, Niels., aut, http://id.loc.gov/vocabulary/relators/autFilipovic, Zlatko., aut, http://id.loc.gov/vocabulary/relators/autLee, Gordon., aut, http://id.loc.gov/vocabulary/relators/autManda, Ion., aut, http://id.loc.gov/vocabulary/relators/aut
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