Modelling, pricing, and hedging counterparty credit exposure
Subtitle: a technical guide
By: Giovanni Cesari ... [et al.].
Series: Springer finance; Springer finance
Publisher: Springer
Published: 2009
Place of publication: Heidelberg; New York
Language: eng
Number of pages: 254
ISBN-13: 9783642044533; 9783642044540
Subjects: Risikomanagement; Hedging; Kreditrisiko; Hedging (Finance); Mathematical models; Credit; Derivat (Wertpapier); Investments
Other titles: Modeling, pricing, and hedging counterparty credit exposure
Notes: Includes bibliographical references and index.