Modern derivatives pricing and credit exposure analysis: theory and practice of CSA and XVA pricing, expos… by Lichters, Roland, Stamm, Roland, Gallagher, Donal fromApplied quantitative finance 0 Type: Book
Multiscale stochastic volatility for equity, interest rate, and credit derivatives by Fouque, Jean-Pierre 0 Type: Book
Computational methods for quantitative finance: finite element methods for derivative pricing by Hilber, Norbert fromSpringer finance 0 Type: Book
American-style derivatives: valuation and computation by DETEMPLE, JEROME fromChapman & Hall/CRC financial mathematics series 0 Type: Book