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Modern Derivatives Pricing and Credit Exposure Analysis: Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting (Applied Quantitative Finance)

Roland Lichters, Roland Stamm, Donal Gallagher




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 | #1753717 in eBooks |  2015-11-15 |  2015-11-15 | File type: PDF

||0 of 0 people found the following review helpful.| Buy this book...for the right reasons|By humble opinion|DO NOT BUY THIS BOOK...if you are looking for the appendix on the "Change of Numeraire Toolkit." It is billed as a treatment of Brigo & Mercurio's chapter of the same name. In this book, the appendix merely gives a recounting of the standard treatment on the relationship measure and numeraire changes that happen when takin| ||'The authors are established practitioners with many years of quant development and implementation experience in leading financial institutions. This is well reflected in the present book, rich with useful examples and covering highly relevant topics such as

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.



You can specify the type of files you want, for your device.Modern Derivatives Pricing and Credit Exposure Analysis: Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting (Applied Quantitative Finance)   |  Roland Lichters, Roland Stamm, Donal Gallagher. I have read it a couple of times and even shared with my family members. Really good. Couldnt put it down.

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