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

Författare:
inbunden, 2015
Engelska
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.
Författare
Dongsheng Lu
Upplaga
1st ed. 2015
ISBN
9781137435835
Språk
Engelska
Vikt
446 gram
Utgivningsdatum
2015-11-10
Sidor
218