Modelling, Pricing, and Hedging Counterparty Credit Exposure

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

in Springer Finance from Springer, currently edited by Francesca Biagini, Bruno Bouchard, Mark Broadie, Paolo Guasoni, Charles-Albert Lehalle, Mathieu Rosenbaum

Date: 2009
ISBN: 978-3-642-04454-0
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Chapters in this book:

Ch Chapter 1 Introduction

Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda

Ch Chapter 10 Credit Derivatives

Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda

Ch Chapter 11 Structures

Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda

Ch Chapter 12 Counterparty Risk Aggregation and Risk Mitigation

Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda

Ch Chapter 13 Combining Market and Credit Risk

Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda

Ch Chapter 14 Pricing Counterparty Credit Risk

Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda

Ch Chapter 2 Modelling Framework

Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda

Ch Chapter 3 Simulation Models

Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda

Ch Chapter 4 Valuation and Sensitivities

Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda

Ch Chapter 5 Computational Framework

Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda

Ch Chapter 6 Implementation

Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda

Ch Chapter 7 Architecture

Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda

Ch Chapter 8 Interest-Rate Products

Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda

Ch Chapter 9 Equity, Commodity, Inflation and FX Products

Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprfln:978-3-642-04454-0

Ordering information: This item can be ordered from
http://www.springer.com/9783642044540

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

Access Statistics for this book

More books in Springer Finance from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().