Bøker av Giovanni Cesari - bokreolen.no

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Modelling, Pricing, and Hedging Counterparty Credit Exposure

- A Technical Guide

av Giovanni Cesari, John Aquilina, Niels Charpillon, m.fl.

1 804 - 1 846,-

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.
- Bok
- 1 804,-
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