Modern Derivatives Pricing and Credit Exposure Analysis : Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting, PDF eBook

Modern Derivatives Pricing and Credit Exposure Analysis : Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting PDF

Part of the Applied Quantitative Finance series

PDF

Download Now
  • Information

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.

Information

Save 14%

£79.50

£67.58

Download Now
Add to Basket
Sign in to add to wishlist

Information

Also in the Applied Quantitative Finance series

Interest Rate Modelling in the Multi-Curve Framework : Foundations, Evolution and Implementation

Interest Rate Modelling in the Multi-Curve Framework

M. Henrard

£54.99

£46.74

Add to Basket
SABR and SABR LIBOR Market Models in Practice : With Examples Implemented in Python

SABR and SABR LIBOR Market Models in Practice

Christian Crispoldi

£74.50

£63.33

Add to Basket
Discounting, LIBOR, CVA and Funding : Interest Rate and Credit Pricing

Discounting, LIBOR, CVA and Funding

C. Kenyon

£44.99

£38.24

Add to Basket
XVA Desks - A New Era for Risk Management : Understanding, Building and Managing Counterparty, Funding and Capital Risk

XVA Desks - A New Era for Risk Management

I. Ruiz

£109.50

£93.08

Add to Basket