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
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Palgrave Macmillan UK

Cover of the book Migration and Social Remittances in a Global Europe by Roland Lichters, Roland Stamm, Donal Gallagher
Cover of the book Neoliberalization, Universities and the Public Intellectual by Roland Lichters, Roland Stamm, Donal Gallagher
Cover of the book China's Highway of Information and Communication Technology by Roland Lichters, Roland Stamm, Donal Gallagher
Cover of the book International Diplomacy and the Olympic Movement by Roland Lichters, Roland Stamm, Donal Gallagher
Cover of the book Expanding the Boundaries of Work-Family Research by Roland Lichters, Roland Stamm, Donal Gallagher
Cover of the book The Politics of Being a Woman by Roland Lichters, Roland Stamm, Donal Gallagher
Cover of the book Intimacies, Critical Consumption and Diverse Economies by Roland Lichters, Roland Stamm, Donal Gallagher
Cover of the book The Governance of Energy in China by Roland Lichters, Roland Stamm, Donal Gallagher
Cover of the book Modernism and Phenomenology by Roland Lichters, Roland Stamm, Donal Gallagher
Cover of the book Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures by Roland Lichters, Roland Stamm, Donal Gallagher
Cover of the book Erotic Memoirs and Postfeminism by Roland Lichters, Roland Stamm, Donal Gallagher
Cover of the book The Child in British Literature by Roland Lichters, Roland Stamm, Donal Gallagher
Cover of the book Educational Diversity by Roland Lichters, Roland Stamm, Donal Gallagher
Cover of the book International Relations and the Origins of the Pacific War by Roland Lichters, Roland Stamm, Donal Gallagher
Cover of the book Faith in the Time of AIDS by Roland Lichters, Roland Stamm, Donal Gallagher
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy