Kód: 06603068
This book examines key aspects of counterparty risk management and models during the crisis and proposes practical guidance to improvements. It covers the areas of counterparty risk measurement, pricing (CVA), hedging, collaterali ... celý popis
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This book examines key aspects of counterparty risk management and models during the crisis and proposes practical guidance to improvements. It covers the areas of counterparty risk measurement, pricing (CVA), hedging, collateralization, stress testing, back testing and integration into economic capital frameworks
Osobní odběr Praha, Brno a 12903 dalších
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