Kód: 02248430
Modelling, Pricing, and Hedging Counterparty Credit Exposure
Autor 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 ... celý popis
- Jazyk:
Angličtina - Väzba: Brožovaná
- Počet strán: 254
Nakladateľ: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2012
- Viac informácií o knihe
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Anotácia knihy
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.
Parametre knihy
Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics Calculus & mathematical analysis
186.32 €
- Celý názov: Modelling, Pricing, and Hedging Counterparty Credit Exposure
- Autor: Giovanni Cesari
- Jazyk: Angličtina
- Väzba: Brožovaná
- Počet strán: 254
- EAN: 9783642262081
- ISBN: 3642262082
- ID: 02248430
- Nakladateľ: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Hmotnosť: 414 g
- Rozmery: 155 × 233 × 19 mm
- Dátum vydania: 01. March 2012
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