Download Modern Derivatives Pricing and Credit Exposure Analysis: by Roland Lichters,Roland Stamm,Donal Gallagher PDF

By Roland Lichters,Roland Stamm,Donal Gallagher

This e-book offers a finished advisor for contemporary derivatives pricing and credits research. Written to supply sound theoretical aspect yet functional implication, it presents readers with every thing they should recognize to cost sleek monetary derivatives and research the credits publicity of a monetary device in brand new markets.

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Read or Download Modern Derivatives Pricing and Credit Exposure Analysis: Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting (Applied Quantitative Finance) PDF

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