Modern Derivatives Pricing and Credit Exposure Analysis: Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting (1st ed. 2015) (Applied Quantitative Finance)
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- Synopsis
- 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.
- Copyright:
- 2015
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9781137494849
- Related ISBNs:
- 9781137494832
- Publisher:
- Palgrave Macmillan UK, London
- Date of Addition:
- 04/09/21
- Copyrighted By:
- Roland Lichters, Roland Stamm, Donal Gallagher
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
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