Counterparty Credit Risk Modelling
Risk Management Pricing And Regulation
Editor: MichaelPykhtin
Risk Books (United Kingdom), 2005
Hardback, 399 pages
Size: 235x155 mm
ISBN: 9781904339762
ISBN-10: 190433976X
List price: £99.00
You save: 10%
Counterparty Credit Risk Modelling
Covers developments and innovations in modelling counterparty risk. This title includes topics such as: modelling collateral agreements, the development of conditional pricing methodology, modelling exposures for credit-sensitive instruments, and the pricing of counterparty risk for credit-sensitive instruments.
