Modern Derivatives Pricing and Credit Exposure Analysis

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

Business & Finance, Economics, Econometrics, Finance & Investing, Finance
Cover of the book Modern Derivatives Pricing and Credit Exposure Analysis by Roland Lichters, Roland Stamm, Donal Gallagher, Palgrave Macmillan UK
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Author: Roland Lichters, Roland Stamm, Donal Gallagher ISBN: 9781137494849
Publisher: Palgrave Macmillan UK Publication: November 15, 2015
Imprint: Palgrave Macmillan Language: English
Author: Roland Lichters, Roland Stamm, Donal Gallagher
ISBN: 9781137494849
Publisher: Palgrave Macmillan UK
Publication: November 15, 2015
Imprint: Palgrave Macmillan
Language: English

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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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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