Zlatko Filipovic – författare
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3 produkter
Modelling, Pricing, and Hedging Counterparty Credit Exposure
A Technical Guide
Av Giovanni Cesari, John Aquilina m. fl.
Inbunden, 2010
1862 kr
Lägg i varukorg
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, …
Modelling, Pricing, and Hedging Counterparty Credit Exposure
A Technical Guide
Av Ion Manda, Gordon Lee m. fl.
E-bok, 2009
2376 kr
Lägg i varukorg
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, …
Modelling, Pricing, and Hedging Counterparty Credit Exposure
A Technical Guide
Av Giovanni Cesari, John Aquilina m. fl.
Häftad, 2012
1862 kr
Lägg i varukorg
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, …
