Modern Derivatives Pricing and Credit Exposure Analysis: Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting (Applied Quantitative Finance)

Modern Derivatives Pricing and Credit Exposure Analysis: Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting (Applied Quantitative Finance)

Product ID: 1137494832 Condition: New

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Product Description

Modern Derivatives Pricing and Credit Exposure Analysis: Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting (Applied Quantitative Finance)

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.

Technical Specifications

Country
USA
Brand
MACMILLAN
Manufacturer
Palgrave Macmillan
Binding
Hardcover
ItemPartNumber
29 black & white tables, 84 figures
ReleaseDate
2015-12-14T00:00:01Z
UnitCount
1
EANs
9781137494832