The XVA of Financial Derivatives: CVA, DVA and FVA Explained, Dongsheng Lu (9781137435835) — Readings Books

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

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

Dongsheng Lu
$278.99
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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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Format
Hardback
Publisher
Palgrave Macmillan
Country
United Kingdom
Date
10 November 2015
Pages
218
ISBN
9781137435835

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.

Read More
Format
Hardback
Publisher
Palgrave Macmillan
Country
United Kingdom
Date
10 November 2015
Pages
218
ISBN
9781137435835

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