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- W619159737 abstract "Methodology.- Modelling Framework.- Simulation Models.- Valuation and Sensitivities.- Architecture and Implementation.- Computational Framework.- Implementation.- Architecture.- Products.- Interest-Rate Products.- Equity, Commodity, Inflation and FX Products.- Credit Derivatives.- Structures.- Hedging and Managing Counterparty Risk.- Counterparty Risk Aggregation and Risk Mitigation.- Combining Market and Credit Risk.- Pricing Counterparty Credit Risk." @default.
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- W619159737 date "2010-01-12" @default.
- W619159737 modified "2023-09-27" @default.
- W619159737 title "Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide" @default.
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