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  5. XVA of Financial Derivatives: CVA, DVA and FVA Explained

XVA of Financial Derivatives: CVA, DVA and FVA Explained - Dongsheng Lu - Bog

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XVA of Financial Derivatives: CVA, DVA and FVA Explained af Dongsheng Lu
Bag om XVA of Financial Derivatives: CVA, DVA and FVA Explained

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781349953820
  • Indbinding:
  • Paperback
  • Sideantal:
  • 218
  • Udgivet:
  • 31. marts 2019
  • Udgave:
  • 12016
  • Vægt:
  • 496 g.
  • 1-2 uger.
  • 21. januar 2025
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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.

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