Modern Derivatives Pricing and Credit Exposure Analysis
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Published By Palgrave Macmillan UK

9781137494832, 9781137494849
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Introduction — A Monte Carlo Framework

2015 ◽  
pp. 105-106
Author(s):  
Roland Lichters ◽  
Roland Stamm ◽  
Donal Gallagher
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Framework

What Changed with the Crisis

2015 ◽  
pp. 14-20
Author(s):  
Roland Lichters ◽  
Roland Stamm ◽  
Donal Gallagher

Interest Rates

2015 ◽  
pp. 107-133
Author(s):  
Roland Lichters ◽  
Roland Stamm ◽  
Donal Gallagher
Keyword(s):  
Interest Rates

Global Discounting

2015 ◽  
pp. 35-43
Author(s):  
Roland Lichters ◽  
Roland Stamm ◽  
Donal Gallagher

Credit

2015 ◽  
pp. 191-234
Author(s):  
Roland Lichters ◽  
Roland Stamm ◽  
Donal Gallagher

Linear Gauss Markov Model

2015 ◽  
pp. 423-432
Author(s):  
Roland Lichters ◽  
Roland Stamm ◽  
Donal Gallagher
Keyword(s):  
Markov Model

CDS and CDS Option: Filtration Switching and the PK Model

2015 ◽  
pp. 446-449
Author(s):  
Roland Lichters ◽  
Roland Stamm ◽  
Donal Gallagher

Introduction

2015 ◽  
pp. 69-70
Author(s):  
Roland Lichters ◽  
Roland Stamm ◽  
Donal Gallagher

Netting and Collateral

2015 ◽  
pp. 259-266
Author(s):  
Roland Lichters ◽  
Roland Stamm ◽  
Donal Gallagher

Inflation

2015 ◽  
pp. 155-184
Author(s):  
Roland Lichters ◽  
Roland Stamm ◽  
Donal Gallagher
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