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The XVA of Financial Derivatives: CVA, DVA and FVA Explained - Financial Engineering Explained Dongsheng Lu Softcover reprint of the original 1st ed. 2016 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.
218 pages, XIII, 218 p.
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 31 de marzo de 2019 |
| ISBN13 | 9781349953820 |
| Editores | Palgrave Macmillan |
| Páginas | 218 |
| Dimensiones | 150 × 220 × 10 mm · 408 g |
| Lengua | Inglés |
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