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

Paperback Engels 2019 9781349953820
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

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.

Specificaties

ISBN13:9781349953820
Taal:Engels
Bindwijze:paperback
Uitgever:Palgrave Macmillan UK

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