Credit Risk

Download or Read eBook Credit Risk PDF written by Tomasz R Bielecki and published by Springer. This book was released on 2014-01-15 with total page 522 pages. Available in PDF, EPUB and Kindle.

Author	: Tomasz R Bielecki
Publisher	: Springer
Total Pages	: 522
Release	: 2014-01-15
ISBN-10	: 3662048221
ISBN-13	: 9783662048221
Rating	: 4/5 (21 Downloads)

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Book Synopsis Credit Risk by : Tomasz R Bielecki

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Modelling, Pricing, and Hedging Counterparty Credit Exposure

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It was the end of 2005 when our employer, a major European Investment Bank, gave our team the mandate to compute in an accurate way the counterparty credit expo