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Modern Derivatives Pricing and Credit Exposure Analysis

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

af Roland Stamm, Roland Lichters, Donal Gallagher

indgår i Applied Quantitative Finance serien

Modern Derivatives Pricing and Credit Exposure Analysis af Roland Stamm
Bag om Modern Derivatives Pricing and Credit Exposure Analysis

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781137494832
  • Indbinding:
  • Hardback
  • Sideantal:
  • 466
  • Udgivet:
  • 21. Oktober 2015
  • Udgave:
  • 12015
  • Størrelse:
  • 169x241x38 mm.
  • Vægt:
  • 888 g.
  • 8-11 hverdage.
  • 3. Oktober 2024
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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.

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