Roland Lichters: 1 book
Modern Derivatives Pricing and Credit Exposure Analysis
Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting
Language: English
Release Date: November 15, 2015
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.
