Modern Derivatives Pricing and Credit Exposure Analysis: Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting
Author(s): Roland Lichters, Roland Stamm, Donal Gallagher
Series: Applied Quantitative Finance
Publisher: Palgrave Macmillan, Year: 2016
ISBN: 1137494832, 9781137494832
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.
(Applied Quantitative Finance) Roland Lichters, Roland Stamm, Donal Gallagher - .pdf
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