Code: 02248430
Modelling, Pricing, and Hedging Counterparty Credit Exposure
by Giovanni Cesari
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 sc ... more
- Language:
English - Binding: Paperback
- Number of pages: 254
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2012
- More about this
186.32 €
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Book synopsis
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.
Book details
Book category Books in English Mathematics & science Mathematics Calculus & mathematical analysis
186.32 €
- Full title: Modelling, Pricing, and Hedging Counterparty Credit Exposure
- Author: Giovanni Cesari
- Language: English
- Binding: Paperback
- Number of pages: 254
- EAN: 9783642262081
- ISBN: 3642262082
- ID: 02248430
- Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Weight: 414 g
- Dimensions: 155 × 233 × 19 mm
- Date of publishing: 01. March 2012
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