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Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Springer Finance)

Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipovic, Gordon Lee, Ion Manda




[PDF.kj32] Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Springer Finance)

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 | #12152090 in Books |  2012-02-25 |  2012-03-01 | Original language:English | PDF # 1 |  9.25 x.63 x6.10l,.0 | File type: PDF | 254 pages

||1 of 1 people found the following review helpful.| Unified approch toward modeling CCR|By C Park|A very useful book for both reference and as a refresher. It explains topics step by step and provides useful references in case you are interested in delving further in a particular area. A well written book with helpful examples and illustrations to guide you through some of the technical points.

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.



You easily download any file type for your device.Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Springer Finance)   |  Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipovic, Gordon Lee, Ion Manda. Which are the reasons I like to read books. Great story by a great author.

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