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

Bog
  • Format
  • Bog, paperback
  • Engelsk

Beskrivelse

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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Detaljer
  • SprogEngelsk
  • Sidetal218
  • Udgivelsesdato31-03-2019
  • ISBN139781349953820
  • Forlag Palgrave-Macmillan
  • FormatPaperback
Størrelse og vægt
coffee cup img
10 cm
book img
15,5 cm
23,5 cm

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