Modern derivatives pricing and credit exposure analysis: theory and practice of CSA and XVA procong, exposure simulation and backtesting
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Basingstoke
Palgrave Macmillan
2015
|
| Series: | Applied quantitative finance
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XXXII, 466 Seiten Illustrationen |
| ISBN: | 1137494832 9781137494832 |
Staff View
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| id | DE-604.BV043227309 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T07:21:02Z |
| institution | BVB |
| isbn | 1137494832 9781137494832 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028650021 |
| oclc_num | 951255827 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR DE-384 |
| owner_facet | DE-355 DE-BY-UBR DE-384 |
| physical | XXXII, 466 Seiten Illustrationen |
| publishDate | 2015 |
| publishDateSearch | 2015 |
| publishDateSort | 2015 |
| publisher | Palgrave Macmillan |
| record_format | marc |
| series2 | Applied quantitative finance |
| spelling | Lichters, Roland Verfasser aut Modern derivatives pricing and credit exposure analysis theory and practice of CSA and XVA procong, exposure simulation and backtesting Roland Lichters ; Roland Stamm ; Donal Gallagher Basingstoke Palgrave Macmillan 2015 XXXII, 466 Seiten Illustrationen txt rdacontent n rdamedia nc rdacarrier Applied quantitative finance Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Preisbildung (DE-588)4047103-2 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 s Preisbildung (DE-588)4047103-2 s b DE-604 Gallagher, Donal Verfasser aut DE-601 pdf/application http://www.gbv.de/dms/zbw/837168422.pdf Inhaltsverzeichnis |
| spellingShingle | Lichters, Roland Gallagher, Donal Modern derivatives pricing and credit exposure analysis theory and practice of CSA and XVA procong, exposure simulation and backtesting Derivat Wertpapier (DE-588)4381572-8 gnd Preisbildung (DE-588)4047103-2 gnd |
| subject_GND | (DE-588)4381572-8 (DE-588)4047103-2 |
| title | Modern derivatives pricing and credit exposure analysis theory and practice of CSA and XVA procong, exposure simulation and backtesting |
| title_auth | Modern derivatives pricing and credit exposure analysis theory and practice of CSA and XVA procong, exposure simulation and backtesting |
| title_exact_search | Modern derivatives pricing and credit exposure analysis theory and practice of CSA and XVA procong, exposure simulation and backtesting |
| title_full | Modern derivatives pricing and credit exposure analysis theory and practice of CSA and XVA procong, exposure simulation and backtesting Roland Lichters ; Roland Stamm ; Donal Gallagher |
| title_fullStr | Modern derivatives pricing and credit exposure analysis theory and practice of CSA and XVA procong, exposure simulation and backtesting Roland Lichters ; Roland Stamm ; Donal Gallagher |
| title_full_unstemmed | Modern derivatives pricing and credit exposure analysis theory and practice of CSA and XVA procong, exposure simulation and backtesting Roland Lichters ; Roland Stamm ; Donal Gallagher |
| title_short | Modern derivatives pricing and credit exposure analysis |
| title_sort | modern derivatives pricing and credit exposure analysis theory and practice of csa and xva procong exposure simulation and backtesting |
| title_sub | theory and practice of CSA and XVA procong, exposure simulation and backtesting |
| topic | Derivat Wertpapier (DE-588)4381572-8 gnd Preisbildung (DE-588)4047103-2 gnd |
| topic_facet | Derivat Wertpapier Preisbildung |
| url | http://www.gbv.de/dms/zbw/837168422.pdf |
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