Modern derivatives pricing and credit exposure analysis : theory and practice of CSA and XVA pricing, exposure simulation and backtesting / Roland Lichters, Roland Stamm, Donal Gallagher
| Publisher | Basingstoke : Palgrave Macmillan |
|---|---|
| Year | 2015 |
| Authors | Lichters, Roland Stamm, Roland Gallagher, Donal |
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| Location | Volume | Call No. | Barcode No. | Status | Comments | ISBN | Printed | Restriction | Reserve |
|---|---|---|---|---|---|---|---|---|---|
| Library Main Building 3rd fl. (Foreign Books) |
|
3381:1002 | 121037259U |
|
9781137494832 |
|
|
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| Material Type | Books |
|---|---|
| Size | xxxii, 466 p. : ill. ; 25 cm |
| Notes | Includes bibliographical references (p. 450-456) and index |
| Subjects | LCSH:Derivative securities -- Prices All Subject Search |
| Classification | DC23:332.6457 |
| Language | English |
| ID | 1001077918 |
| ISBN | 9781137494832 |
| NCID |
BB20322066 
|
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