Modern Derivatives Pricing and Credit Exposure Analysis: Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting - Applied Quantitative Finance - Roland Lichters - Livros - Palgrave Macmillan - 9781137494832 - 21 de outubro de 2015
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Modern Derivatives Pricing and Credit Exposure Analysis: Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting - Applied Quantitative Finance 1st ed. 2015 edition

Roland Lichters

Modern Derivatives Pricing and Credit Exposure Analysis: Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting - Applied Quantitative Finance 1st ed. 2015 edition

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.


504 pages, 29 black & white tables, 84 figures

Mídia Livros     Hardcover Book   (Livro com lombada e capa dura)
Lançado 21 de outubro de 2015
ISBN13 9781137494832
Editoras Palgrave Macmillan
Páginas 466
Dimensões 241 × 169 × 38 mm   ·   916 g