Modern Derivatives Pricing and Credit Exposure Analysis: Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting

Modern Derivatives Pricing and Credit Exposure Analysis: Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting

491 Pages · 2015 · 4.11 MB · English
by Roland Lichters & Roland Stamm & Donal Gallagher (auth.)
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