Modern derivatives pricing and credit exposure analysis : theory and practice of CSA and XVA pricing, exposure simulation and backtesting /: theory and practice of CSA and XVA pricing, exposure simulation and backtesting. (2015)

Record Type:
Book
Title:
Modern derivatives pricing and credit exposure analysis : theory and practice of CSA and XVA pricing, exposure simulation and backtesting /: theory and practice of CSA and XVA pricing, exposure simulation and backtesting. (2015)
Main Title:
Modern derivatives pricing and credit exposure analysis : theory and practice of CSA and XVA pricing, exposure simulation and backtesting
Further Information:
Note: Roland Lichters, Roland Stamm, Donal Gallagher.
Authors:
Lichters, Roland, 1967-
Stamm, Roland, 1970-
Gallagher, Donal, 1969-
Publisher Details:
London : Palgrave Macmillan
Publication Date:
2015
Copyright Date:
2015
Extent:
1 online resource (466 pages)
Subjects:
332.6457
Economics
Derivative securities -- Prices
Management science
Econometrics
Business mathematics
Finance
Business & Economics -- Business Mathematics
Business & Economics -- Finance
Business mathematics & systems
Finance
Business & Economics -- Econometrics
Econometrics
Languages:
English
ISBNs:
9781137494849
Related ISBNs:
9781137494832
Access Rights:
Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
Access Usage:
Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.
View Content:
Available online (eLD content is only available in our Reading Rooms) ↗
Physical Locations:
British Library HMNTS - ELD.DS.353301
Ingest File:
02_338.xml