Libros de: Stamm, Roland

Mostrando 2 libros encontrados. (1 páginas).

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  Modern Derivatives Pricing and Credit Exposure Analysis "Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting"
  

  Gallagher, Donal Lichters, Roland Stamm, Roland

  Palgrave (2015)

  

  • EAN: 9781137494832
  • Páginas: 466
  • Fecha de edición: 2015

  pvp.91,50 €

  Sin Stock. Posibilidad entre 11 y 20 dias

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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 ...

  

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  Discounting, Libor, CVA and Funding "Interest Rate and Credit Pricing"
  

  Kenyon, Chris Stamm, Roland

  Palgrave (2012)

  

  • EAN: 9781137268518
  • Páginas: 256
  • Fecha de edición: 2012

  pvp.57,30 €

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  The credit and sovereign debt crises have fundamentally changed the way participants in the global financial markets perceive credit risk. In market practice this is most directly visible from significant bases throughout the interest rate ...