國立虎尾科技大學 |

Language: English

Back

Modern Derivatives Pricing and Credi...

Stamm, Roland.

Modern Derivatives Pricing and Credit Exposure Analysis = Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Modern Derivatives Pricing and Credit Exposure Analysis/ by Roland Lichters, Roland Stamm, Donal Gallagher.
Reminder of title:	Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting /
Author:	Lichters, Roland.
other author:	Stamm, Roland.
Description:	XXXII, 466 p.online resource. :
Contained By:	Springer Nature eBook
Subject:	Econometrics. -
Online resource:	https://doi.org/10.1057/9781137494849
ISBN:	9781137494849

Modern Derivatives Pricing and Credit Exposure Analysis = Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting /
Lichters, Roland.

Modern Derivatives Pricing and Credit Exposure AnalysisTheory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting /[electronic resource] :by Roland Lichters, Roland Stamm, Donal Gallagher. - 1st ed. 2015. - XXXII, 466 p.online resource. - Applied Quantitative Finance. - Applied Quantitative Finance.

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.

ISBN: 9781137494849

Standard No.: 10.1057/9781137494849doiSubjects--Topical Terms:

556981
Econometrics.

LC Class. No.: HB139-141

Dewey Class. No.: 330.015195

Modern Derivatives Pricing and Credit Exposure Analysis = Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting /
LDR:01815nam a22003975i 4500 001 964855
003 DE-He213
005 20200920185638.0
007 cr nn 008mamaa
008 201211s2015 xxk| s |||| 0|eng d
020 $a 9781137494849 $9 978-1-137-49484-9
024 7 $a 10.1057/9781137494849 $2 doi
035 $a 978-1-137-49484-9
050 4 $a HB139-141
072 7 $a KCH $2 bicssc
072 7 $a BUS021000 $2 bisacsh
072 7 $a KCH $2 thema
082 0 4 $a 330.015195 $2 23
100 1 $a Lichters, Roland. $e author. $4 aut $4 http://id.loc.gov/vocabulary/relators/aut $3 1260386
245 1 0 $a Modern Derivatives Pricing and Credit Exposure Analysis $h [electronic resource] : $b Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting / $c by Roland Lichters, Roland Stamm, Donal Gallagher.
250 $a 1st ed. 2015.
264 1 $a London : $b Palgrave Macmillan UK : $b Imprint: Palgrave Macmillan, $c 2015.
300 $a XXXII, 466 p. $b online resource.
336 $a text $b txt $2 rdacontent
337 $a computer $b c $2 rdamedia
338 $a online resource $b cr $2 rdacarrier
347 $a text file $b PDF $2 rda
490 1 $a Applied Quantitative Finance
520 $a 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.
650 0 $a Econometrics. $3 556981
650 0 $a Business mathematics. $3 557696
650 0 $a Finance. $3 559073
650 2 4 $a Business Mathematics. $3 1063156
650 2 4 $a Finance, general. $3 1069041
700 1 $a Stamm, Roland. $e author. $4 aut $4 http://id.loc.gov/vocabulary/relators/aut $3 1260387
700 1 $a Gallagher, Donal. $e author. $4 aut $4 http://id.loc.gov/vocabulary/relators/aut $3 1260388
710 2 $a SpringerLink (Online service) $3 593884
773 0 $t Springer Nature eBook
776 0 8 $i Printed edition: $z 9781137494832
776 0 8 $i Printed edition: $z 9781349566938
776 0 8 $i Printed edition: $z 9781349566921
830 0 $a Applied Quantitative Finance $3 1259288
856 4 0 $u https://doi.org/10.1057/9781137494849
912 $a ZDB-2-PEF
912 $a ZDB-2-SXEF
950 $a Palgrave Economics & Finance Collection (SpringerNature-41136)
950 $a Economics and Finance (R0) (SpringerNature-43720)

based on 0 review(s)

Multimedia

Reviews

Add a review and share your thoughts with other readers

Export

pickup library