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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 /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Modern Derivatives Pricing and Credit Exposure Analysis/ by Roland Lichters, Roland Stamm, Donal Gallagher.
其他題名:	Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting /
作者:	Lichters, Roland.
其他作者:	Stamm, Roland.
面頁冊數:	XXXII, 466 p.online resource. :
Contained By:	Springer Nature eBook
標題:	Econometrics. -
電子資源:	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 /
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