Modelling, pricing, and hedging counterparty credit exposure. A technical guide
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Publication:1039395
DOI10.1007/978-3-642-04454-0zbMath1188.91001OpenAlexW2493455684MaRDI QIDQ1039395
Ion Manda, Giovanni Cesari, John Aquilina, Gordon Lee, Zlatko Filipovic, Niels Charpillon
Publication date: 30 November 2009
Published in: Springer Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-04454-0
Numerical methods (including Monte Carlo methods) (91G60) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Interest rates, asset pricing, etc. (stochastic models) (91G30) Credit risk (91G40)
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