Modern Derivatives Pricing and Credit Exposure Analysis: Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
London
Palgrave Macmillan UK
2015
|
| Schriftenreihe: | Applied Quantitative Finance
|
| Schlagworte: | |
| Online-Zugang: | Volltext Abstract |
| Beschreibung: | 1 Online Ressource (XXXII, 466 p) |
| ISBN: | 9781137494849 |
| DOI: | 10.1057/9781137494849 |
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Datensatz im Suchindex
| _version_ | 1804176016731537408 |
|---|---|
| adam_text | MODERN DERIVATIVES PRICING AND CREDIT EXPOSURE ANALYSIS
/ LICHTERS, ROLAND
: 2015
ABSTRACT / INHALTSTEXT
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
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
| any_adam_object | 1 |
| author | Lichters, Roland Stamm, Roland Gallagher, Donal |
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| author_role | aut aut aut |
| author_sort | Lichters, Roland |
| author_variant | r l rl r s rs d g dg |
| building | Verbundindex |
| bvnumber | BV043422485 |
| collection | ZDB-2-SHU |
| ctrlnum | (OCoLC)941725595 (DE-599)BVBBV043422485 |
| dewey-full | 500 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 500 - Natural sciences and mathematics |
| dewey-raw | 500 |
| dewey-search | 500 |
| dewey-sort | 3500 |
| dewey-tens | 500 - Natural sciences and mathematics |
| discipline | Allgemeine Naturwissenschaft |
| doi_str_mv | 10.1057/9781137494849 |
| format | Electronic eBook |
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| id | DE-604.BV043422485 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:25:29Z |
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| isbn | 9781137494849 |
| language | English |
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| spelling | Lichters, Roland Verfasser aut Modern Derivatives Pricing and Credit Exposure Analysis Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting by Roland Lichters, Roland Stamm, Donal Gallagher London Palgrave Macmillan UK 2015 1 Online Ressource (XXXII, 466 p) txt rdacontent c rdamedia cr rdacarrier Applied Quantitative Finance Science Science, general Naturwissenschaft Preisbildung (DE-588)4047103-2 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 s Preisbildung (DE-588)4047103-2 s 1\p DE-604 Stamm, Roland Verfasser (DE-588)1025559061 aut Gallagher, Donal Verfasser (DE-588)1120145007 aut Erscheint auch als Druckausgabe 978-1-349-56693-8 https://doi.org/10.1057/9781137494849 Verlag Volltext Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028840378&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Abstract 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Lichters, Roland Stamm, Roland Gallagher, Donal Modern Derivatives Pricing and Credit Exposure Analysis Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting Science Science, general Naturwissenschaft Preisbildung (DE-588)4047103-2 gnd Derivat Wertpapier (DE-588)4381572-8 gnd |
| subject_GND | (DE-588)4047103-2 (DE-588)4381572-8 |
| title | Modern Derivatives Pricing and Credit Exposure Analysis Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting |
| title_auth | Modern Derivatives Pricing and Credit Exposure Analysis Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting |
| title_exact_search | Modern Derivatives Pricing and Credit Exposure Analysis Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting |
| title_full | Modern Derivatives Pricing and Credit Exposure Analysis Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting by Roland Lichters, Roland Stamm, Donal Gallagher |
| title_fullStr | Modern Derivatives Pricing and Credit Exposure Analysis Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting by Roland Lichters, Roland Stamm, Donal Gallagher |
| title_full_unstemmed | Modern Derivatives Pricing and Credit Exposure Analysis Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting by 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 pricing exposure simulation and backtesting |
| title_sub | Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting |
| topic | Science Science, general Naturwissenschaft Preisbildung (DE-588)4047103-2 gnd Derivat Wertpapier (DE-588)4381572-8 gnd |
| topic_facet | Science Science, general Naturwissenschaft Preisbildung Derivat Wertpapier |
| url | https://doi.org/10.1057/9781137494849 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028840378&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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