Counterparty Credit Risk Modelling

Risk Management, Pricing and Regulation

• Author(s): Michael Pykhtin,
• Publisher: Risk Books
• Pages: 399
• ISBN_10: 190433976X
  ISBN_13: 9781904339762
  
• Language: en
• Categories: Business & Economics / Decision-Making & Problem Solving , Business & Economics / Finance / General , Business & Economics / Investments & Securities / General , Business & Economics / Investments & Securities / Mutual Funds , Business & Economics / Investments & Securities / Derivatives ,

Description:... To enhance your understanding of the risk management, pricing and regulation of counterparty credit risk, this new title offers the most detailed and comprehensive coverage available. Michael Pykhtin, a globally respected expert in credit risk, has combed the industry's most important organisations to assemble a winning team of specialist contributors - presenting you with the definitive insider view.