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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

Forfatter:
innbundet, 2015
Engelsk
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.
Forfatter
Dongsheng Lu
Opplag
1st ed. 2015
ISBN
9781137435835
Språk
Engelsk
Vekt
446 gram
Utgivelsesdato
10.11.2015
Antall sider
218