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

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

Autor: Dongsheng Lu

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O knihe

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.

  • Vydavateľstvo: Palgrave Macmillan UK
  • Rok vydania: 2019
  • Formát: Paperback
  • Rozmer: 235 x 155 mm
  • Jazyk: Anglický jazyk
  • ISBN: 9781349953820

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