Abstract
The aim of this first chapter is to introduce basic notions of counterparty credit exposure, and to motivate with a few simple examples the problems and concepts we will be considering in more detail later in this book.
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© 2009 Springer-Verlag Berlin Heidelberg
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Cesari, G., Aquilina, J., Charpillon, N., Filipović, Z., Lee, G., Manda, I. (2009). Introduction. In: Modelling, Pricing, and Hedging Counterparty Credit Exposure. Springer Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-04454-0_1
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DOI: https://doi.org/10.1007/978-3-642-04454-0_1
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Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-04453-3
Online ISBN: 978-3-642-04454-0
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