Counterparty credit risk : measurement, pricing and hedging /
"This book is a collection of analyses of methods and practices used to manage OTC derivative counterparty risk and their performance during the 2007-8 financial crisis. It covers the areas of counterparty risk measurement, pricing (CVA), hedging, collateralization, stress testing, back testing...
| Други автори: | Canabarro, Eduardo. |
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| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
London :
Risk Books,
[2009]
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| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=668321 |
| Подобни документи: |
Print version::
Counterparty credit risk |
| Онлайн достъп от Библиотека ”Паница” на Американския университет в България: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=668321 |
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| Провери в Paniza Library, AUBG | Сигнатура: |
HG6024.A3 C68 2009eb |
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