Modern Derivatives Pricing and Credit Exposure Analysis
Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting
Palgrave Macmillan UK
ISBN 978-1-137-49484-9
Standardpreis
Bibliografische Daten
eBook. PDF
2015
XXXII, 466 p..
In englischer Sprache
Umfang: 466 S.
Verlag: Palgrave Macmillan UK
ISBN: 978-1-137-49484-9
Weiterführende bibliografische Daten
Das Werk ist Teil der Reihe: Applied Quantitative Finance
Produktbeschreibung
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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