Applied Quantitative Finance: Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting

Lichters, Roland; Stamm, Roland; Gallagher, Donal

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.

Details

Published by: Palgrave Macmillan

Publication Date: 2015-10-21

Format: Hardcover

ISBN-13: 9781137494832

DOI: 10.1057/9781137494849

Dimensions: 235cm x155cm

Pages: 466