Manda Ion (8 results)
Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Springer Finance)
Cesari, Giovanni; Aquilina, John; Charpillon, Niels; Filipovic, Zlatko; Lee, Gordon; Manda, Ion
Language: English
Published by Springer 2009
Series: Springer Finance, Book 35 of 53. Book 35 of 53 - Springer Finance
- Hardcover
- First Edition
Seller: Corner of a Foreign Field, Tokyo, TOKYO, JapanCorner of a Foreign Field
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US$ 60.00
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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.
Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Springer Finance)
Cesari, Giovanni,Lee, Gordon,Charpillon, Niels,Aquilina, John,Manda, Ion,Filipovic, Zlatko
Language: English
Published by Springer 2010
Series: Springer Finance, Book 35 of 53. Book 35 of 53 - Springer Finance
- Hardcover
Seller: Books From California, Simi Valley, CA, U.S.A.Books From California
Contact seller4-star sellerCondition: Used - Fine
US$ 100.30
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hardcover. Condition: Fine.
Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Springer Finance)
Cesari, Giovanni; Aquilina, John; Charpillon, Niels; Filipovic, Zlatko; Lee, Gordon; Manda, Ion
Language: English
Published by Springer 2012
Series: Springer Finance, Book 35 of 53. Book 35 of 53 - Springer Finance
- Softcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
Contact seller5-star sellerCondition: New
US$ 173.02
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Condition: New. In English.
Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Springer Finance)
Cesari, Giovanni; Aquilina, John; Charpillon, Niels; Filipovic, Zlatko; Lee, Gordon; Manda, Ion
Language: English
Published by Springer 2010
Series: Springer Finance, Book 35 of 53. Book 35 of 53 - Springer Finance
- Hardcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
Contact seller5-star sellerCondition: New
US$ 173.02
US$ 15.77 shippingShips from United Kingdom to U.S.A.Quantity: Over 20 available
Condition: New. In.
Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Springer Finance)
Cesari, Giovanni; Aquilina, John; Charpillon, Niels; Filipovic, Zlatko; Lee, Gordon; Manda, Ion
Language: English
Published by Springer 2012
Series: Springer Finance, Book 35 of 53. Book 35 of 53 - Springer Finance
- Softcover
Seller: California Books, Miami, FL, U.S.A.California Books
Contact seller4-star sellerCondition: New
US$ 224.00
Free ShippingShips within U.S.A.Quantity: Over 20 available
Condition: New.
Language: English
Published by Springer 2012
Series: Springer Finance, Book 35 of 53. Book 35 of 53 - Springer Finance
- Softcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
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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 pro…ducts 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.
Modelling, Pricing, and Hedging Counterparty Credit Exposure
Giovanni Cesari|John Aquilina|Niels Charpillon|Zlatko Filipovic|Gordon Lee|Ion Manda
Language: English
Published by Springer Berlin Heidelberg 2012
Series: Springer Finance, Book 35 of 53. Book 35 of 53 - Springer Finance
- Softcover
- Print on Demand
Seller: moluna, Greven, Germanymoluna
Contact seller5-star sellerCondition: New
US$ 179.78
US$ 55.62 shippingShips from Germany to U.S.A.Quantity: Over 20 available
Condition: 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 si…mple mathematical approach wit.
Modelling, Pricing, and Hedging Counterparty Credit Exposure
Giovanni Cesari|John Aquilina|Niels Charpillon|Zlatko Filipovic|Gordon Lee|Ion Manda
Language: English
Published by Springer Berlin Heidelberg 2010
Series: Springer Finance, Book 35 of 53. Book 35 of 53 - Springer Finance
- Hardcover
- Print on Demand
Seller: moluna, Greven, Germanymoluna
Contact seller5-star sellerCondition: New
US$ 179.78
US$ 55.62 shippingShips from Germany to U.S.A.Quantity: Over 20 available
Condition: 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 si…mple mathematical approach wit.
