Modern derivatives pricing and credit exposure analysis : theory and practice of CSA and XVA pricing, exposure simulation and backtesting /
| Main Authors: | , , |
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| Corporate Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
Houndmills, Basingstoke, Hampshire :
Palgrave Macmillan,
2015.
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| Series: | Applied quantitative finance.
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| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Item Description: | ""12.1 Cross-currency LGM"" Electronic resource. |
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| Physical Description: | 1 online resource. |
| ISBN: | 9781137494849 1137494840 |