Modern Derivatives Pricing and Cred - E-book

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Modern Derivatives Pricing And Credit Exposure Analysis - ENG

Theory And Practice Of Csa And Xva Pricing, Exposure Simulation And Backtesting

Roland Lichters; Roland Stamm; Donal Gallagher

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Sinopsis

ISBN:	9781137494849
Formato:	ePub
Idioma:	Inglés
Editorial:	Springer Nature
Tema:	Negocios y economía
Subtema:	Econometría
Año de publicación:	2015-11-15

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 todays markets.

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