£123.46

About as cheap as it gets — within 5% of the all-time low it hit 3 months ago.

£123 today · all-time low £122 (Jul 2026) · usually the usual

Springer Modelling, Pricing, and Hedging Counterparty Credit

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Price History & Forecast

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Last 51 days · 51 data points (no recent data)

Historical
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£125.80 £121.62 £122.53 £123.44 £124.36 £125.27 £126.18 24 July 2026 05 August 2026 18 August 2026 30 August 2026 12 September 2026
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Price Distribution

Price distribution over 51 days • 3 price levels

Days at Price
Current Price
26 days 11 days · current 14 days 0 7 13 20 26 £122 £124 £126 Days at Price

Price Analysis

Most common price: £122 (26 days, 51.0%)

Price range: £122 - £126

Price levels: 3 different prices over 51 days

Description

Developed from real-world experience at a major European Investment Bank, this technical guide by Springer addresses the complexities of computing counterparty credit exposure. The book provides a systematic approach to modeling the risks associated with exotic derivatives, such as exotic interest-rate and credit derivatives. It moves beyond conservative assumptions and basic spreadsheet models to offer a professional framework for assessing real risk. This resource is designed for those seeking a rigorous method to manage exposure arising from complex financial instruments.

Key Features

This Springer Finance publication provides a technical guide to modelling, pricing, and hedging counterparty credit exposure.

The content is based on practical mandates from a major European Investment Bank regarding exotic derivatives.

Learn systematic approaches to assess risks for exotic interest-rate and credit derivatives.

The book is in new and mint condition for professional or academic use.

Orders received before 12 noon are dispatched the same day for fast delivery.

All items include guaranteed packaging and a no quibbles returns policy.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
12 January 2010
Listed Since
12 August 2009

Barcode

No barcode data available

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