Lichters, R., Stamm, R., & Gallagher, D. (2015). Modern Derivatives Pricing and Credit Exposure Analysis: Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting. Palgrave Macmillan UK. https://doi.org/10.1057/9781137494849
Chicago Style (17th ed.) CitationLichters, Roland, Roland Stamm, and Donal Gallagher. Modern Derivatives Pricing and Credit Exposure Analysis: Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting. London: Palgrave Macmillan UK, 2015. https://doi.org/10.1057/9781137494849.
MLA (9th ed.) CitationLichters, Roland, et al. Modern Derivatives Pricing and Credit Exposure Analysis: Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting. Palgrave Macmillan UK, 2015. https://doi.org/10.1057/9781137494849.