Modelling, Pricing

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• Product ID: L99683005

Modelling, Pricing

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• Product ID: L99683005

Package Size

23.5cm x 15.5cm x 1.5cm

Gross Weight

522g

Author

Giovanni Cesari

Author

John Aquilina

Author

Niels Charpillon

Author

Zlatko Filipovic

Author

Gordon Lee

Author

Ion Manda

Format

Hardback

Pages

274

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Add to Cart Modelling, Pricing, and Hedging Counterparty Credit Exposure by Giovanni Cesari (Hardback)

	Offers a roadmap to finding practical solutions to the problem of modelling, pricing, and hedging counterparty credit exposure for large.. Buy 1 at wholesale price, make ~ 230% profit by reselling at market price ?up to R1700.

Description

Offers a roadmap to finding practical solutions to the problem of modelling, pricing, and hedging counterparty credit exposure for large portfolios of both vanilla and exotic derivatives, usually traded by large Investment Banks. This book addresses, from a quantitative perspective, developments related to counterparty credit exposure computation. http://www.dropshippers.co.za/

Building an accurate representation of firm-wide credit exposure, used for both trading and risk management, raises significant theoretical and technical challenges. This volume can be.. http://www.dropshippers.co.za/

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• Inventory
• Letter M
• Letters M-P (MP)
• Letters M-P, Number (MPn)

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..Price Regulation 98% South African university textbooks are published and printed at USA and UK. University textbooks are very expensive at..

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