Lichters, Roland / Stamm, Roland et al. Modern Derivatives Pricing and Credit Exposure Analysis - Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting. Palgrave MacMillan UK, 2015.

eng

Roland Lichters / Roland Stamm / Donal Gallagher

Modern Derivatives Pricing and Credit Exposure Analysis

Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting

Palgrave MacMillan UK
2015

Gebunden
466 Seiten
ISBN 9781137494832

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.

111,50 €

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