Modern Derivatives Pricing and Credit Exposure Analysis
Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting
Business & Finance, Economics, Econometrics, Finance & Investing, Finance
| Author: | Roland Lichters, Roland Stamm, Donal Gallagher | ISBN: | 9781137494849 |
| Publisher: | Palgrave Macmillan UK | Publication: | November 15, 2015 |
| Imprint: | Palgrave Macmillan | Language: | English |
| Author: | Roland Lichters, Roland Stamm, Donal Gallagher |
| ISBN: | 9781137494849 |
| Publisher: | Palgrave Macmillan UK |
| Publication: | November 15, 2015 |
| Imprint: | Palgrave Macmillan |
| Language: | English |
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.
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.
