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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
PenerbitNew York: Palgrave Macmillan
Edisi-
SubjekPrices
Mathematical models
Derivative securities
Business mathematics
ISBN/ISSN9781137494832
KlasifikasiNONE
Deskripsi Fisikxxxii, 466 p. : ill. ; 24 cm.
Info Detail Spesifik-
Other Version/RelatedTidak tersedia versi lain
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