Modern Derivatives Pricing and Credit Exposure Analysis: Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting
| AUTHOR | Gallagher, Donal; Lichters, Roland; Stamm, Roland |
| PUBLISHER | Palgrave MacMillan (10/21/2015) |
| PRODUCT TYPE | Hardcover (Hardcover) |
Description
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.
Show More
Product Format
Product Details
ISBN-13:
9781137494832
ISBN-10:
1137494832
Binding:
Hardback or Cased Book (Sewn)
Content Language:
English
More Product Details
Page Count:
466
Carton Quantity:
16
Product Dimensions:
6.38 x 1.27 x 9.55 inches
Weight:
2.02 pound(s)
Feature Codes:
Bibliography,
Dust Cover
Country of Origin:
US
Subject Information
BISAC Categories
Business & Economics | Finance - General
Business & Economics | Investments & Securities - Derivatives
Business & Economics | Econometrics
Dewey Decimal:
332.645
Descriptions, Reviews, Etc.
publisher marketing
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.
Show More
List Price $99.99
Your Price
$98.99