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Modern Derivatives Pricing and Credit Exposure Analysis: Theory and Practice of CSA and XVA Pricing,

by Modern Derivatives Pricing and Credit Exposure Analysis: Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting

$104.92

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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.

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Product Details

  • Palgrave Macmillan Brand
  • Oct 21, 2015 Pub Date:
  • 9781137494832 ISBN-13:
  • 1137494832 ISBN-10:
  • English Language
  • 9.21 in * 1.06 in * 6.14 in Dimensions:
  • 2 lb Weight: