LIBROS DEL AUTOR: john aquilina

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  • Modelling, Pricing, and Hedging Counterparty Credit Exposure
    Giovanni Cesari / John Aquilina / Niels Charpillon
    Methodology.- Modelling Framework.- Simulation Models.- Valuation and Sensitivities.- Architecture and Implementation.- Computational Framework.- Implementation.- Architecture.- Products.- Interest-Rate Products.- Equity, Commodity, Inflation and FX Products.- Credit Derivatives.- Structures.- Hedging and Managing Counterparty Risk.- Counterparty Risk Aggregation and Risk Mitig...
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    209,99 €