Modern Derivatives Pricing and Credit Exposure Analysis

Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting

Business & Finance, Economics, Econometrics, Finance & Investing, Finance

• Author: Roland Lichters, Roland Stamm, Donal Gallagher
• ISBN: 9781137494849
• Publisher: Palgrave Macmillan UK
• Publication: November 15, 2015
• Imprint: Palgrave Macmillan
• Language: English

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.