Counterparty credit exposures for interest rate derivatives using stochastic grid bundling method and change of measure
- Författare
- Johan Gustavsson
- Språk
- Engelska
Förlag | År | Ort | Om boken | ISBN |
---|---|---|---|---|
Mathematical Statistics, Centre for Mathematical Sciences, Faculty of Engineering, Lund University | 2017 | Sverige, Lund | vi, 57 sidor. : ill. |