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The XVA of Financial Derivatives: CVA, DVA and FVA Explained - Financial Engineering Explained Dongsheng Lu 1st ed. 2015 edition
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The XVA of Financial Derivatives: CVA, DVA and FVA Explained - Financial Engineering Explained
Dongsheng Lu
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.
240 pages, 19 black & white tables, 64 figures
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 10 de noviembre de 2015 |
| ISBN13 | 9781137435835 |
| Editores | Palgrave Macmillan |
| Páginas | 218 |
| Dimensiones | 234 × 158 × 20 mm · 408 g |
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