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

Lichters, Roland

Stamm, Roland

Gallagher, Donal

Hardcover

$153.99
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Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing

Kenyon, C.

Stamm, R.

Hardcover

$97.99
{"Id":5852859,"Title":"Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing","Authors":["Kenyon, C.","Stamm, R."],"ShortTitle":"Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing","Author":"Kenyon, C.","Ean":"9781137268518","Isbn":"1137268514","Publisher":"Springer Nature","IsOnShelf":false,"IsIngramAvailable":true,"IsBestSeller":false,"IsRecentArrival":false,"ConditionIds":[1],"GroupIds":[],"ContributorIds":[2176462,2176465],"CategoryIds":[433],"FormatId":1,"FamilyId":12049303,"SeriesId":316360,"LanguageId":56,"PriceMin":97.99,"PriceMax":97.99,"Desirability":1,"PublicationDate":"2012-08-06T00:00:00","Join":null}
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Equity Derivatives and Hybrids: Markets, Models and Methods

Brockhaus, Oliver

Hardcover

$131.99
{"Id":5854624,"Title":"Equity Derivatives and Hybrids: Markets, Models and Methods","Authors":["Brockhaus, Oliver"],"ShortTitle":"Equity Derivatives and Hybrids: Markets, Models and Methods","Author":"Brockhaus, Oliver","Ean":"9781137349484","Isbn":"1137349484","Publisher":"Palgrave","IsOnShelf":false,"IsIngramAvailable":true,"IsBestSeller":false,"IsRecentArrival":false,"ConditionIds":[1],"GroupIds":[],"ContributorIds":[2178094],"CategoryIds":[430,433],"FormatId":1,"FamilyId":12378301,"SeriesId":316360,"LanguageId":56,"PriceMin":131.99,"PriceMax":131.99,"Desirability":1,"PublicationDate":"2015-11-25T00:00:00","Join":null}
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SABR and SABR LIBOR Market Models in Practice: With Examples Implemented in Python

Crispoldi, Christian

Wigger, Gérald

Larkin, Peter

Hardcover

$139.99
{"Id":5855729,"Title":"SABR and SABR LIBOR Market Models in Practice: With Examples Implemented in Python","Authors":["Crispoldi, Christian","Wigger, G\u00E9rald","Larkin, Peter"],"ShortTitle":"SABR and SABR LIBOR Market Models in Practice: With Examples Implemented\u2026","Author":"Crispoldi, Christian","Ean":"9781137378637","Isbn":"1137378638","Publisher":"Palgrave","IsOnShelf":false,"IsIngramAvailable":true,"IsBestSeller":false,"IsRecentArrival":false,"ConditionIds":[1],"GroupIds":[],"ContributorIds":[2178111,2178113,607413],"CategoryIds":[429,432,433],"FormatId":1,"FamilyId":2443634,"SeriesId":316360,"LanguageId":56,"PriceMin":139.99,"PriceMax":139.99,"Desirability":1,"PublicationDate":"2015-09-29T00:00:00","Join":null}
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The Validation of Risk Models: A Handbook for Practitioners

Scandizzo, S.

Hardcover

$139.99
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Optimization Methods for Gas and Power Markets: Theory and Cases

Edoli, Enrico

Fiorenzani, Stefano

Vargiolu, Tiziano

Hardcover

$129.99
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Zero Lower Bound Term Structure Modeling: A Practitioner's Guide

Krippner, L.

Hardcover

$113.99
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Xva Desks - A New Era for Risk Management: Understanding, Building and Managing Counterparty, Funding and Capital Risk

Ruiz, I.

Hardcover

$129.99
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Modeling and Valuation of Energy Structures: Analytics, Econometrics, and Numerics

Mahoney, Daniel

Hardcover

$158.39
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Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation

Henrard, M.

Paperback

$97.99
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Quantitative Finance: Back to Basic Principles

Reghai, A.

Paperback

$97.99
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Credit Correlation: Theory and Practice

Elouerkhaoui, Youssef

Paperback

$54.99
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Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing

Kenyon, C.

Stamm, R.

Paperback

$54.99
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Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution, Transition, and Implementation

Henrard, Marc

Hardcover

$118.99
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