Modern Derivatives Pricing and Credit Exposure Analysis : Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting Hardback
by Roland Lichters, Roland Stamm, Donal Gallagher
Part of the Applied Quantitative Finance series
Hardback
Description
This book provides a comprehensive guide for modern derivatives pricing and credit analysis.
Written to provide sound theoretical detail but practical implication, it provides readers with everything they need to know to price modern financial derivatives and analyze the credit exposure of a financial instrument in today's markets.
Information
-
Item not Available
- Format:Hardback
- Pages:466 pages, XXXII, 466 p.
- Publisher:Palgrave Macmillan
- Publication Date:21/10/2015
- Category:
- ISBN:9781137494832
Other Formats
- PDF from £67.58
Information
-
Item not Available
- Format:Hardback
- Pages:466 pages, XXXII, 466 p.
- Publisher:Palgrave Macmillan
- Publication Date:21/10/2015
- Category:
- ISBN:9781137494832
