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

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

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.

Bibliographic Details
Main Author: Lu, Dongsheng (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2015.
Series:Financial Engineering Explained
Subjects:
Finance.
Banks and banking.
Investment banking.
Securities.
Risk management.
Financial engineering.
Risk Management.
Banking.
Financial Engineering.
Investments and Securities.
Online Access:Full Text via HEAL-Link
Description
Summary: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.
Physical Description:XIII, 218 p. 222 illus. online resource.
ISBN:9781137435842

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