Modern Derivatives Pricing and Credit Exposure Analysis
Author | : Roland Lichters |
Publisher | : Springer |
Total Pages | : 491 |
Release | : 2015-11-15 |
ISBN-10 | : 9781137494849 |
ISBN-13 | : 1137494840 |
Rating | : 4/5 (840 Downloads) |
Book Synopsis Modern Derivatives Pricing and Credit Exposure Analysis by : Roland Lichters
Download or read book Modern Derivatives Pricing and Credit Exposure Analysis written by Roland Lichters and published by Springer. This book was released on 2015-11-15 with total page 491 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.