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This volume offers practical solutions to the problem of computing credit exposure for large books of derivatives. It presents a software architecture that allows the computation of credit exposure in a portfolio-aggregated and scenario-consistent way.
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This volume offers practical solutions to the problem of computing credit exposure for large books of derivatives. It presents a software architecture that allows the computation of credit exposure in a portfolio-aggregated and scenario-consistent way.
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- Wydawnictwo: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Kod:
- Rok wydania: 2012
- Język: Angielski
- Oprawa: Broszurowa/paperback
- Liczba stron: 254
- Szerokość opakowania: 23.3 cm
- Wysokość opakowania: 15.5 cm
- Głębokość opakowania: 1.9 cm
- Waga: 414 g
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