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:

Lichters, Roland [author.]

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:

Electronic books.

Additional physical formats: Printed edition:: No titleDDC classification:

330.015195 23

LOC classification:

HB139-141

Online resources:

Click here to access online

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.