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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

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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.

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Michael Pykhtin
Credit & credit institutions
Finance
Finance & accounting
Economics, finance, business and industry
Risk Books

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Michael Pykhtin
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