Modern Derivatives Pricing and Credit Exposure Analysis - Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting (Hardcover, 1st ed. 2015)

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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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Product Description

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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Product Details

General

Imprint

Palgrave Macmillan

Country of origin

United Kingdom

Series

Applied Quantitative Finance

Release date

December 2015

Availability

Expected to ship within 10 - 15 working days

First published

2015

Authors

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Dimensions

240 x 165 x 34mm (L x W x T)

Format

Hardcover

Pages

466

Edition

1st ed. 2015

ISBN-13

978-1-137-49483-2

Barcode

9781137494832

Categories

LSN

1-137-49483-2



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