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

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

Dongsheng Lu

Format: Print Book

ISBN: 9781349953820

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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.

Publication Year: 2015
Imprint: Palgrave Macmillan UK
Format: P
Weight (Gram): 496





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