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

Business & Finance, Industries & Professions, Insurance, Finance & Investing, Banks & Banking
Cover of the book The XVA of Financial Derivatives: CVA, DVA and FVA Explained by Dongsheng Lu, Palgrave Macmillan UK
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Author: Dongsheng Lu ISBN: 9781137435842
Publisher: Palgrave Macmillan UK Publication: November 10, 2015
Imprint: Palgrave Macmillan Language: English
Author: Dongsheng Lu
ISBN: 9781137435842
Publisher: Palgrave Macmillan UK
Publication: November 10, 2015
Imprint: Palgrave Macmillan
Language: English
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

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