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Add to list Added to list Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide
Giovanni Cesari,John Aquilina,Niels Charpillon,Zlatko Filipovic,Gordon Lee
It was the end of 2005 when our employer, a major European Investment Bank, gave our team the mandate to compute in an accurate way the counterparty credit exposure arising…
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