Introduction

Giovanni Cesari (), John Aquilina (), Niels Charpillon (), Zlatko Filipović (), Gordon Lee () and Ion Manda ()
Additional contact information
Giovanni Cesari: UBS AG
John Aquilina: UBS AG
Niels Charpillon: UBS AG
Zlatko Filipović: UBS AG
Gordon Lee: UBS AG
Ion Manda: UBS AG

Chapter Chapter 1 in Modelling, Pricing, and Hedging Counterparty Credit Exposure, 2009, pp 3-22 from Springer

Abstract: Abstract The aim of this first chapter is to introduce basic notions of counterparty credit exposure, and to motivate with a few simple examples the problems and concepts we will be considering in more detail later in this book.

Keywords: Call Option; Credit Default Swap; Credit Spread; Expected Shortfall; Credit Derivative (search for similar items in EconPapers)
Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprfcp:978-3-642-04454-0_1

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DOI: 10.1007/978-3-642-04454-0_1

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