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Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide

Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipovic, Gordon Lee, Ion Manda ★ 3.0/5 · ItemOracle Score Premium

$141 USD
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Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Springer Finance)

Technical guide on counterparty credit exposure, modelling, pricing, and hedging. Provides structured methods for risk management and analysis. Customer insight: none available

Highlights

  • techniques for exposure modelling
  • pricing and hedging counterparty risk
  • academic collaboration among authors

Pros

  • clear focus on modelling techniques
  • covers pricing and hedging strategies
  • authored by multiple experts

Cons

  • no customer insights available
  • niche academic focus may limit practicality for some readers

Best For

  • risk management coursework
  • quantitative risk analysis
  • credit exposure modelling
  • financial engineering study
  • regulatory risk assessment
  • portfolio risk hedging

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