[PDF.46oh] Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Springer Finance)

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

[PDF.zl79] Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Springer Finance)

Modelling, Pricing, and Hedging  Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipovic, Gordon Lee, Ion Manda epub
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Modelling, Pricing, and Hedging  Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipovic, Gordon Lee, Ion Manda book review
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 | #11579560 in Books |  2012-03-01 |  2012-03-01 | Original language:English | PDF # 1 |  9.25 x.63 x6.10l,.0 | File type: PDF | 254 pages

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||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.|From the Back Cover||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 t

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 can specify the type of files you want, 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. I really enjoyed this book and have already told so many people about it!

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