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Modelling, Pricing, and Hedging Counterparty Credit Exposure

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Attention for Chapter 3: Simulation Models
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Chapter title
Simulation Models
Chapter number 3
Book title
Modelling, Pricing, and Hedging Counterparty Credit Exposure
Published by
Springer, Berlin, Heidelberg, January 2009
DOI 10.1007/978-3-642-04454-0_3
Book ISBNs
978-3-64-204453-3, 978-3-64-204454-0
Authors

Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee, Ion Manda, Cesari, Giovanni, Aquilina, John, Charpillon, Niels, Filipović, Zlatko, Lee, Gordon, Manda, Ion