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Modern Derivatives Pricing and Credit Exposure Analysis [electronic resource] : Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting / by Roland Lichters, Roland Stamm, Donal Gallagher.

By: Contributor(s): Series: Applied Quantitative FinancePublisher: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2015Description: XXXII, 466 p. online resourceContent type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9781137494849
Subject(s): Genre/Form: Additional physical formats: Printed edition:: No titleDDC classification:
  • 330.015195 23
LOC classification:
  • HB139-141
Online resources: In: Springer eBooksSummary: 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.
Item type: eBooks
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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.

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