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Modelling, Pricing, and Hedging Counterparty Credit Exposure A Technical Guide Cover Image E-book E-book

Modelling, Pricing, and Hedging Counterparty Credit Exposure [electronic resource] : A Technical Guide / by Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipovic, Gordon Lee, Ion Manda.

Cesari, Giovanni. (author.). Aquilina, John. (author.). Charpillon, Niels. (author.). Filipovic, Zlatko. (author.). Lee, Gordon. (author.). Manda, Ion. (author.). SpringerLink (Online service) (Added Author).

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  • ISBN: 9783642044540
  • Physical Description: XX, 254p. 70 illus. online resource.
  • Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2009.

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Subject: Mathematics.
Finance.
Numerical analysis.
Distribution (Probability theory).
Economics > Statistics.
Mathematics.
Quantitative Finance.
Probability Theory and Stochastic Processes.
Statistics for Business/Economics/Mathematical Finance/Insurance.
Numerical Analysis.

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