Franklin

Modern derivatives pricing and credit exposure analysis : theory and practice of CSA and XVA pricing, exposure simulation and backtesting / Roland Lichters, Roland Stamm, Donal Gallagher.

Author/Creator:
Lichters, Roland, author.
Publication:
Basingstoke, Hampshire : Palgrave Macmillan, 2015.
Format/Description:
Book
1 volume : illustrations (black and white) ; 24 cm.
Series:
Applied quantitative finance
Status/Location:
Loading...

Get It

Details

Subjects:
Derivative securities -- Prices.
Notes:
Includes bibliographical references (pages 450-456) and index.
Contributor:
Stamm, Roland, 1970- author.
Gallagher, Donal, author.
ISBN:
9781137494832
1137494832
OCLC:
931649633