书目名称 | Modern Derivatives Pricing and Credit Exposure Analysis |
副标题 | Theory and Practice |
编辑 | Roland Lichters,Roland Stamm,Donal Gallagher |
视频video | |
丛书名称 | Applied Quantitative Finance |
图书封面 |  |
描述 | 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. |
出版日期 | Book 2015 |
关键词 | calculus; derivatives; inflation; modeling; Simulation; swaps; valuation |
版次 | 1 |
doi | https://doi.org/10.1057/9781137494849 |
isbn_ebook | 978-1-137-49484-9Series ISSN 2947-700X Series E-ISSN 2947-7018 |
issn_series | 2947-700X |
copyright | The Editor(s) (if applicable) and The Author(s) 2015 |