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    3. Modern Derivatives Pricing and Credit Exposure Analysis

    Modern Derivatives Pricing and Credit Exposure Analysis

    Posted By: AvaxGenius
    Date: 11 Oct 2020 11:27:48
    Modern Derivatives Pricing and Credit Exposure Analysis

    Modern Derivatives Pricing and Credit Exposure Analysis: Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting by Roland Lichters
    English | PDF(Repost),EPUB | 2015 | 491 Pages | ISBN : 1137494832 | 27.5 MB

    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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