Related Books

Modern Derivatives Pricing and Credit Exposure Analysis
Language: en
Pages: 491
Authors: Roland Lichters
Categories: Business & Economics
Type: BOOK - Published: 2015-11-15 - Publisher: Springer

DOWNLOAD EBOOK

This book provides a comprehensive guide for modern derivatives pricing and credit analysis. Written to provide sound theoretical detail but practical implicati
Modern Derivatives Pricing and Credit Exposure Analysis
Language: en
Pages: 573
Authors: Roland Lichters
Categories: Business & Economics
Type: BOOK - Published: 2015-11-15 - Publisher: Springer

DOWNLOAD EBOOK

This book provides a comprehensive guide for modern derivatives pricing and credit analysis. Written to provide sound theoretical detail but practical implicati
Modelling, Pricing, and Hedging Counterparty Credit Exposure
Language: en
Pages: 257
Authors: Giovanni Cesari
Categories: Business & Economics
Type: BOOK - Published: 2009-12-06 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

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 expo
Credit Derivatives Pricing Models
Language: en
Pages: 396
Authors: Philipp J. Schönbucher
Categories: Business & Economics
Type: BOOK - Published: 2003-10-31 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitativ
Financial Derivatives Pricing
Language: en
Pages:
Authors:
Categories:
Type: BOOK - Published: - Publisher:

DOWNLOAD EBOOK