Counterparty Credit Risk Modelling: Risk Management Pricing and Regulation

By Michael Pykhtin

Covers developments and innovations in modelling counterparty risk. This title includes topics such as: modelling collateral agreements, the development of conditional pricing methodology, modelling... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 190433976X
• ISBN13: 9781904339762
• Release Date: December 2005
• Publisher: Risk Books
• Length: 399 Pages
• Weight: 0.70 lbs.
• Dimensions: 9.3" x 1.1" x 6.1"