Modelling Pricing and Hedging Counterparty Credit Exposure A Technical Guide

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Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide by Giovanni Cesari, John Aquilina, Niels Charpillon and Zlatko Filipovic
English | 2010 | ISBN: 3642044530 | 271 pages | PDF | 4 MB

The credit crisis that started in 2007, with the collapse of well-established financial institutions and the bankruptcy of many public corporations, has clearly shown the importance for any company entering the derivative business of modelling, pricing, and hedging its counterparty credit exposure.

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Tags: Exposure, Technical, Credit, Counterparty
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