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Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Springer Finance)
Book 35 of 53: Springer FinanceSeller: Corner of a Foreign Field, Tokyo, TOKYO, Japan
Seller rating 4 out of 5 stars
First Edition
Hardcover. Condition: Very Good. No Jacket. 1st Edition. 2009.Hardcover.Very good condition.254 pages.Ships from Japan.Usually ships in 1-2 working days.
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Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Springer Finance)
Book 35 of 53: Springer FinanceSeller: Books From California, Simi Valley, CA, U.S.A.
Seller rating 4 out of 5 stars
hardcover. Condition: Fine.
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Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Springer Finance)
Book 35 of 53: Springer FinanceSeller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
US$ 173.02
US$ 15.77 shipping
Ships from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. In English.
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Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Springer Finance)
Book 35 of 53: Springer FinanceSeller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
US$ 173.02
US$ 15.77 shipping
Ships from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. In.
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - It was the end of 2005 when our employer, a major European Investment Bank, gave our team the mandate to compute in an accurate way the counterparty credit exposure arising from exotic derivatives traded by the rm. As often happens, - posure of products such as, for example, exotic interest-rate, or credit derivatives were modelled under conservative assumptions and credit of cers were struggling to assess the real risk. We started with a few models written on spreadsheets, t- lored to very speci c instruments, and soon it became clear that a more systematic approach was needed. So we wrote some tools that could be used for some classes of relatively simple products. A couple of years later we are now in the process of building a system that will be used to trade and hedge counterparty credit ex- sure in an accurate way, for all types of derivative products in all asset classes. We had to overcome problems ranging from modelling in a consistent manner different products booked in different systems and building the appropriate architecture that would allow the computation and pricing of credit exposure for all types of pr- ucts, to nding the appropriate management structure across Business, Risk, and IT divisions of the rm. In this book we describe some of our experience in modelling counterparty credit exposure, computing credit valuation adjustments, determining appropriate hedges, and building a reliable system.
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Modelling, Pricing, and Hedging Counterparty Credit Exposure
Book 35 of 53: Springer FinanceLanguage: English
Published by Springer Berlin Heidelberg, 2012
ISBN 10: 3642262082 ISBN 13: 9783642262081
US$ 179.78
US$ 55.62 shipping
Ships from Germany to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Roadmap to finding practical solutions to the problem of computing counterparty credit exposure for large books of both vanilla and exotic derivatives usually traded by large Investment BanksCombines a rigorous but simple mathematical approach wit.
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Modelling, Pricing, and Hedging Counterparty Credit Exposure
Book 35 of 53: Springer FinanceLanguage: English
Published by Springer Berlin Heidelberg, 2010
ISBN 10: 3642044530 ISBN 13: 9783642044533
US$ 179.78
US$ 55.62 shipping
Ships from Germany to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Roadmap to finding practical solutions to the problem of computing counterparty credit exposure for large books of both vanilla and exotic derivatives usually traded by large Investment BanksCombines a rigorous but simple mathematical approach wit.
