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Verlag: Springer, 2010
ISBN 10: 3642044530ISBN 13: 9783642044533
Anbieter: medimops, Berlin, Deutschland
Buch
Gut/Very good: Buch bzw. Schutzumschlag mit wenigen Gebrauchsspuren an Einband, Schutzumschlag oder Seiten. / Describes a book or dust jacket that does show some signs of wear on either the binding, dust jacket or pages.
Verlag: Berlin, Springer., 2009
ISBN 10: 3642044530ISBN 13: 9783642044533
Anbieter: Antiquariat im Hufelandhaus GmbH vormals Lange & Springer, Berlin, Deutschland
Buch
XX, 254 p. Hardcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Stamped. Springer Finance. Sprache: Englisch.
Verlag: Berlin, Springer., 2009
ISBN 10: 3642044530ISBN 13: 9783642044533
Buch
XX, 254 p. Hardcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Stamped. Springer Finance. Sprache: Englisch.
Verlag: Springer, 2009
ISBN 10: 3642044530ISBN 13: 9783642044533
Anbieter: Anybook.com, Lincoln, Vereinigtes Königreich
Buch
Zustand: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,600grams, ISBN:9783642044533.
Verlag: Springer Berlin Heidelberg, 2010
ISBN 10: 3642044530ISBN 13: 9783642044533
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch
Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 exposure arising from exotic derivatives traded by the rm. As often happens, - posure of products such as, for example, exotic interest-rate, or credit derivatives were modelled under conservative assumptions and credit of cers were struggling to assess the real risk. We started with a few models written on spreadsheets, t- lored to very speci c instruments, and soon it became clear that a more systematic approach was needed. So we wrote some tools that could be used for some classes of relatively simple products. A couple of years later we are now in the process of building a system that will be used to trade and hedge counterparty credit ex- sure in an accurate way, for all types of derivative products in all asset classes. We had to overcome problems ranging from modelling in a consistent manner different products booked in different systems and building the appropriate architecture that would allow the computation and pricing of credit exposure for all types of pr- ucts, to nding the appropriate management structure across Business, Risk, and IT divisions of the rm. In this book we describe some of our experience in modelling counterparty credit exposure, computing credit valuation adjustments, determining appropriate hedges, and building a reliable system.