Modern Derivatives Pricing and Credit Exposure Analysis

Modern Derivatives Pricing and Credit Exposure Analysis
Author: Roland Lichters
Publisher: Springer
Total Pages: 569
Release: 2015-11-15
Genre: Business & Economics
ISBN: 1137494840

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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.


Modern Derivatives Pricing and Credit Exposure Analysis
Language: en
Pages: 569
Authors: Roland Lichters
Categories: Business & Economics
Type: BOOK - Published: 2015-11-15 - Publisher: Springer

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This book provides a comprehensive guide for modern derivatives pricing and credit analysis. Written to provide sound theoretical detail but practical implicati
Credit Derivatives Pricing Models
Language: en
Pages: 403
Authors: Philipp J. Schönbucher
Categories: Business & Economics
Type: BOOK - Published: 2003-06-13 - Publisher: John Wiley & Sons

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The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitativ
Derivatives and Internal Models
Language: en
Pages: 897
Authors: Hans-Peter Deutsch
Categories: Business & Economics
Type: BOOK - Published: 2019-10-08 - Publisher: Springer Nature

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Now in its fifth edition, Derivatives and Internal Models provides a comprehensive and thorough introduction to derivative pricing, risk management and portfoli
Modelling, Pricing, and Hedging Counterparty Credit Exposure
Language: en
Pages: 257
Authors: Giovanni Cesari
Categories: Business & Economics
Type: BOOK - Published: 2009-12-06 - Publisher: Springer Science & Business Media

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It was the end of 2005 when our employer, a major European Investment Bank, gave our team the mandate to compute in an accurate way the counterparty credit expo
Financial Derivatives Pricing
Language: en
Pages: 609
Authors: Robert A. Jarrow
Categories: Business & Economics
Type: BOOK - Published: 2008 - Publisher: World Scientific

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This book is a collection of original papers by Robert Jarrow that contributed to significant advances in financial economics. Divided into three parts, Part I