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Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide
By Gordon Lee
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Paperback
Book cover for 9783642262081
 
With Niels Charpillon, Giovanni Cesari, John Aquilina, Zlatko Filipovic | from Springer Verlag (February 25, 2012)
9783642262081 | details & prices | 274 pages | List price $109.00
About: This volume offers practical solutions to the problem of computing credit exposure for large books of derivatives.