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About this product
Product Information
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.Product Identifiers
PublisherPalgrave Macmillan
ISBN-139781137494832
eBay Product ID (ePID)216785674
Product Key Features
Number of Pages466 Pages
LanguageEnglish
Publication NameModern Derivatives Pricing and Credit Exposure Analysis: Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting
Publication Year2015
SubjectEconomics, Finance, Business
TypeTextbook
AuthorRoland Lichters, Donal Gallagher, Roland Stamm
FormatHardcover
Dimensions
Item Height235 mm
Item Weight874 g
Item Width155 mm
Additional Product Features
Country/Region of ManufactureUnited Kingdom
Title_AuthorDonal Gallagher, Roland Stamm, Roland Lichters
Series TitleApplied Quantitative Finance
