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Modelling, pricing, and hedging counterparty credit exposure: a technical guide
| Autores principales: | , , , , , |
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| Lenguaje: | eng |
| Publicado: |
Springer
2009
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| Materias: | |
| Acceso en línea: | https://dx.doi.org/10.1007/978-3-642-04454-0 http://cds.cern.ch/record/1639402 |
| _version_ | 1780934803838730240 |
|---|---|
| author | Cesari, Giovanni Aquilina, John Charpillon, Niels Filipovic, Zlatko Lee, Gordon Manda, Ion |
| author_facet | Cesari, Giovanni Aquilina, John Charpillon, Niels Filipovic, Zlatko Lee, Gordon Manda, Ion |
| author_sort | Cesari, Giovanni |
| collection | CERN |
| id | cern-1639402 |
| institution | Organización Europea para la Investigación Nuclear |
| language | eng |
| publishDate | 2009 |
| publisher | Springer |
| record_format | invenio |
| spelling | cern-16394022021-04-21T21:24:54Zdoi:10.1007/978-3-642-04454-0http://cds.cern.ch/record/1639402engCesari, GiovanniAquilina, JohnCharpillon, NielsFilipovic, ZlatkoLee, GordonManda, IonModelling, pricing, and hedging counterparty credit exposure: a technical guideMathematical Physics and MathematicsSpringeroai:cds.cern.ch:16394022009 |
| spellingShingle | Mathematical Physics and Mathematics Cesari, Giovanni Aquilina, John Charpillon, Niels Filipovic, Zlatko Lee, Gordon Manda, Ion Modelling, pricing, and hedging counterparty credit exposure: a technical guide |
| title | Modelling, pricing, and hedging counterparty credit exposure: a technical guide |
| title_full | Modelling, pricing, and hedging counterparty credit exposure: a technical guide |
| title_fullStr | Modelling, pricing, and hedging counterparty credit exposure: a technical guide |
| title_full_unstemmed | Modelling, pricing, and hedging counterparty credit exposure: a technical guide |
| title_short | Modelling, pricing, and hedging counterparty credit exposure: a technical guide |
| title_sort | modelling, pricing, and hedging counterparty credit exposure: a technical guide |
| topic | Mathematical Physics and Mathematics |
| url | https://dx.doi.org/10.1007/978-3-642-04454-0 http://cds.cern.ch/record/1639402 |
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