Modern derivatives pricing and credit exposure analysis : theory and practice of CSA and XVA pricing, exposure simulation and backtesting /

Bibliographic Details
Main Authors:	Lichters, Roland (Author), Stamm, Roland (Author), Gallagher, Donal (Author)
Corporate Author:	Ebook Library
Format:	eBook
Language:	English
Published:	Houndmills, Basingstoke, Hampshire : Palgrave Macmillan, 2015.
Series:	Applied quantitative finance.
Subjects:	Derivative securities > Prices. Electronic books.
Online Access:	Connect to the full text of this electronic book

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