Related Books
Language: en
Pages: 257
Pages: 257
Type: BOOK - Published: 2009-12-06 - Publisher: Springer Science & Business Media
It was the end of 2005 when our employer, a major European Investment Bank, gave our team the mandate to compute in an accurate way the counterparty credit expo
Language: en
Pages: 276
Pages: 276
Type: BOOK - Published: 2010-04-17 - Publisher:
Language: en
Pages: 356
Pages: 356
Type: BOOK - Published: 2009 - Publisher:
This book is a collection of cutting-edge reflections and ideas on methods and practices used to measure, price and manage OTC derivative counterparty risk.
Language: en
Pages: 464
Pages: 464
Type: BOOK - Published: 2013-03-05 - Publisher: John Wiley & Sons
The book’s content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new gener
Language: en
Pages: 449
Pages: 449
Type: BOOK - Published: 2011-09-07 - Publisher: John Wiley & Sons
The first decade of the 21st Century has been disastrous for financial institutions, derivatives and risk management. Counterparty credit risk has become the ke
