The XVA of Financial Derivatives: CVA, DVA and FVA Explained

The XVA of Financial Derivatives: CVA, DVA and FVA Explained (Financial Engineering Explained)

This latest addition to the Financial Engineering Explained series focuses on the new standards for derivatives valuation, namely, pricing and risk management taking into account counterparty risk, and the XVA's Credit, Funding and Debt value adjustments.
Country USA
Brand MACMILLAN
Manufacturer Springer
Binding Hardcover
ItemPartNumber Illustrated
ReleaseDate 2015-09-02
UnitCount 1
EANs 9781137435835

The XVA of Financial Derivatives: CVA, DVA and FVA Explained (Financial Engineering Explained)