Modern derivatives pricing and credit exposure analysis : theory and practice of CSA and XVA procong, exposure simulation and backtesting
Roland Lichters; Roland Stamm; Donal Gallagher
| Year of publication: |
2015
|
|---|---|
| Authors: | Lichters, Roland ; Stamm, Roland ; Gallagher, Donal |
| Publisher: |
Basingstoke, Hampshire [u.a.] : Palgrave Macmillan |
| Subject: | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Derivat <Wertpapier> | Preisbildung |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XXXII, 466 S. graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Sammelwerk ; Collection of articles of several authors |
| Language: | English |
| ISBN: | 1-137-49483-2 ; 978-1-137-49483-2 |
| Classification: | Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011397225