Produkt
KlappentextThis 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.
ZusammenfassungStrong Quant Author Profile - written by three weathered pricing and risk professionals, each with a strong academic backgroundCuting Edge - describes state-of-the-art derivatives pricing in one place, combining curve building, XVA computation, and back testing with a strong practical relevanceIndustry Focussed - features practical examples from the authors' experience in investment banks and from building their own pricing engines
Details
ISBN/GTIN978-1-137-49483-2
ProduktartBuch
EinbandartGebunden
Erscheinungsjahr2015
Erscheinungsdatum21.10.2015
Auflage1st ed. 2015
Seiten466 Seiten
SpracheEnglisch
Gewicht923 g
IllustrationenXXXII, 466 p.
Artikel-Nr.35081246
Rubriken
GenreWirtschaft