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

• Κύριος συγγραφέας: Lu, Dongsheng (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2015.
• Σειρά: Financial Engineering Explained
• Θέματα: Finance.; Banks and banking.; Investment banking.; Securities.; Risk management.; Financial engineering.; Risk Management.; Banking.; Financial Engineering.; Investments and Securities.

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.