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.

Λεπτομέρειες βιβλιογραφικής εγγραφής
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:
Διαθέσιμο Online:Full Text via HEAL-Link
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