Modelling, pricing, and hedging counterparty credit exposure : a technical guide
Giovanni Cesari; John Aquilina; Niels Charpillon; Zlatko Filipovi´c; Gordon Lee...
| Year of publication: |
2010 ; Softcover reprint of the hardcover 1st edition 2010
|
|---|---|
| Authors: | Filipovi´c, Zlatko |
| Publisher: |
Berlin [u.a.] : Springer |
| Subject: | Kontrahentenrisiko | Vertrag | Contract | Risiko | Risk | Kreditrisiko | Credit risk | Finanzmathematik | Mathematical finance | Softwareentwicklung | Software development | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Hedging | Theorie | Theory |
| Description of contents: | Table of Contents [gbv.de] ; Description [deposit.dnb.de] ; Description [zbmath.org] |
| Extent: | XX, 254 S. 70 schw.-w. Ill. 235 mm x 155 mm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 978-3-642-26208-1 ; 3-642-26208-2 ; 978-3-642-04454-0 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009512019