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

Roland Lichters
May 24, 2016
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Overview

Appropriate for
Language
English
No. of Pages
Applied Quantitative Finance
Publisher: Palgrave Macmillan UK
Shipping dimensions: null
ISBN: 9781137494849
Life stage: null

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