Image of Modern derivatives pricing and credit exposure analysis : theory and practice of CSA and XVA pricing, exposure simulation and backtesting

Text

Modern derivatives pricing and credit exposure analysis : theory and practice of CSA and XVA pricing, exposure simulation and backtesting

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.

Ketersediaan

Call NumberLocationAvailable
332.6457 LIC mPSB lt.1 - B. Penunjang1
Penerbit New York Palgrave Macmillan.,
Edisi -
Subjek Prices
Mathematical models
Derivative securities
Business mathematics
ISBN/ISSN 9781137494832
Klasifikasi NONE
Deskripsi Fisik xxxii, 466 p. : ill. ; 24 cm.
Info Detail Spesifik -
Other Version/Related Tidak tersedia versi lain
Lampiran Berkas Tidak Ada Data