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.
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Συγγραφή απο Οργανισμό/Αρχή: | |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
London :
Palgrave Macmillan UK : Imprint: Palgrave Macmillan,
2015.
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Σειρά: | Financial Engineering Explained
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Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Περίληψη: | 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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Φυσική περιγραφή: | XIII, 218 p. 222 illus. online resource. |
ISBN: | 9781137435842 |