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RT @f0rmless_: @zkquant btw do u have a pdf of https://t.co/Zm2Z9o2lJ0
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@zkquant btw do u have a pdf of https://t.co/Zm2Z9o2lJ0
Modelling, Pricing, and Hedging Counterparty Credit Exposure
Overview of attention for book
Table of Contents
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Altmetric BadgeBook Overview
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Altmetric BadgeChapter 1 Introduction
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Altmetric BadgeChapter 2 Modelling Framework
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Altmetric BadgeChapter 3 Simulation Models
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Altmetric BadgeChapter 4 Valuation and Sensitivities
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Altmetric BadgeChapter 5 Computational Framework
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Altmetric BadgeChapter 6 Implementation
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Altmetric BadgeChapter 7 Architecture
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Altmetric BadgeChapter 8 Interest-Rate Products
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Altmetric BadgeChapter 9 Equity, Commodity, Inflation and FX Products
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Altmetric BadgeChapter 10 Credit Derivatives
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Altmetric BadgeChapter 11 Structures
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Altmetric BadgeChapter 12 Counterparty Risk Aggregation and Risk Mitigation
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Altmetric BadgeChapter 13 Combining Market and Credit Risk
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Altmetric BadgeChapter 14 Pricing Counterparty Credit Risk