Managing counterparty credit risk exposure

Hedging Derivatives (Advanced Series on Statistical Science and Applied Probability), Thorsten Rheinlander and Jenny Sexton, World Scientific Pub Co (30. Juni 2011)

– Dynamic Hedging: Managing Vanilla and Exotic Options (Wiley Financial Engineering), Nassim Nicholas Taleb, John Wiley & Sons (23. January 1997)

– Modelling, Pricing, and Hedging Counter party Credit Exposure: A Technical Guide (Springer Finance) von Giovanni Cesari, John Aquilina, Niels Charpillon und Zlatko Filipovic von Springer (12. January 2010)

– Robust Static Super-Replication of Barrier Options (Radon Series on Computational and Applied Mathematics) von Jan H. Maruhn von Gruyter, Walter De Gmbh (31. Juli 2009)

– Implementing Static Hedges for Reverse Barrier Options: Under the Consideration of Market Frictions von Johannes Stolte von LAP LAMBERT Academic Publishing (3.  2011)

– Credit Derivatives: Trading, Investing,and Risk Management (Wiley Finance) von Geoff Chaplin von John Wiley & Sons ( 2010)

– Credit Secularization and Derivatives: Challenges for the Global Markets (Wiley Finance) von Daniel sc und Harald Scheule von John Wiley & Sons (12. April 2013)

This two papers could also be important and really helpful:

– An Evaluation of Credit Default Swap and Default Risk Using Barrier Option, Kevin L. Lam, May 2007

– A barrier option framework for corporate security valuation, Paul Brockman, H.J. Turtle, Journal of Financial Economics

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