The XVA of Financial Derivatives: CVA, DVA and FVA Explained
ISBN: 1137435836
EAN13: 9781137435835
Language: English
Publication Date: December 9, 2015
Pages: 218
Dimensions: 1.00" H x 9.00" L x 6.00" W
Weight: 1.00 lbs.
Format: Hardcover

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

Book Overview
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.