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Modelling, Pricing, and Hedging Counterparty Credit Exposure

- A Technical Guide

af Giovanni Cesari, John Aquilina, Niels Charpillon, mfl.

1.678,95 - 1.686,95 kr.

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.
- Bog
- 1.678,95 kr.
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