结果:找到“credit exposure”相关内容13个,排序为按回复时间降序,搜索更多相关帖子请点击“高级”
Modelling, Pricing, and Hedging Counterparty Credit Exposure
2 个回复 - 1493 次查看
Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide
Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipovic, Gordon Lee, Ion Manda,
English | 2010 | ISBN: ...
2013-5-8 11:54 - koalachen2013 - 金融学(理论版)
请教一道SWAP的credit exposure的题目
9 个回复 - 3723 次查看
在HANDBOOK 6TH page 539 example 22.11:
which of the following 10-year swaps has the highest potential
credit exposure?
a A cross-currency swap after 2 years
b A cross-currency swap after 9 year ...
2011-11-11 00:05 - ilovedhg2 - CFA、CVA、FRM等金融考证论坛