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

by Roland Lichters, Roland Stamm, Donal Gallagher

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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Year of publication:	2015
Authors:	Lichters, Roland
Other Persons:	Stamm, Roland (contributor) ; Gallagher, Donal (contributor)
Publisher:	Basingstoke : Palgrave Macmillan
Subject:	Kreditrisiko \| Credit risk \| Derivat \| Derivative \| Kreditderivat \| Credit derivative \| Theorie \| Theory

Extent:	Online-Ressource (XXXII, 466 p, online resource)
Series:	Applied Quantitative Finance SpringerLink / Bücher
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-1-137-49484-9 ; 978-1-349-56693-8
Other identifiers:	10.1057/9781137494849 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014018872