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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
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2009.
Series:Springer Finance
Subjects:
Mathematics.
Finance.
Numerical analysis.
Distribution (Probability theory).
Economics > Statistics.
Quantitative Finance.
Probability Theory and Stochastic Processes.
Statistics for Business/Economics/Mathematical Finance/Insurance.
Numerical Analysis.
Online Access:https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-642-04454-0

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https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-642-04454-0

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