Da: Corner of a Foreign Field, Tokyo, TOKYO, Giappone
Prima edizione
EUR 54,08
Quantità: 1 disponibili
Aggiungi al carrelloHardcover. Condizione: Very Good. No Jacket. 1st Edition. 2009.Hardcover.Very good condition.254 pages.Ships from Japan.Usually ships in 1-2 working days.
hardcover. Condizione: Fine.
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 152,37
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. In English.
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 152,37
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. In.
Da: California Books, Miami, FL, U.S.A.
EUR 201,92
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 188,90
Quantità: 1 disponibili
Aggiungi al carrelloTaschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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, or credit derivatives were modelled under conservative assumptions and credit of cers were struggling to assess the real risk. We started with a few models written on spreadsheets, t- lored to very speci c instruments, and soon it became clear that a more systematic approach was needed. So we wrote some tools that could be used for some classes of relatively simple products. A couple of years later we are now in the process of building a system that will be used to trade and hedge counterparty credit ex- sure in an accurate way, for all types of derivative products in all asset classes. We had to overcome problems ranging from modelling in a consistent manner different products booked in different systems and building the appropriate architecture that would allow the computation and pricing of credit exposure for all types of pr- ucts, to nding the appropriate management structure across Business, Risk, and IT divisions of the rm. In this book we describe some of our experience in modelling counterparty credit exposure, computing credit valuation adjustments, determining appropriate hedges, and building a reliable system.
Lingua: Inglese
Editore: Springer Berlin Heidelberg, 2012
ISBN 10: 3642262082 ISBN 13: 9783642262081
Da: moluna, Greven, Germania
EUR 153,73
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Roadmap to finding practical solutions to the problem of computing counterparty credit exposure for large books of both vanilla and exotic derivatives usually traded by large Investment BanksCombines a rigorous but simple mathematical approach wit.
Lingua: Inglese
Editore: Springer Berlin Heidelberg, 2010
ISBN 10: 3642044530 ISBN 13: 9783642044533
Da: moluna, Greven, Germania
EUR 153,73
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Roadmap to finding practical solutions to the problem of computing counterparty credit exposure for large books of both vanilla and exotic derivatives usually traded by large Investment BanksCombines a rigorous but simple mathematical approach wit.