XVA : credit, funding and capital valuation adjustments /

• Main Author: Green, Andrew, 1971-
• Format: eBook
• Language: English
• Published: Chichester, West Sussex, UK : John Wiley & Sons, 2015.
• Series: Wiley finance series.
• Subjects: Finance.; Derivative securities.; BUSINESS & ECONOMICS / Finance.; Electronic books.

"Thorough, accessible coverage of the key issues in XVA XVA - Credit, Funding and Capital Valuation Adjustments provides specialists and non-specialists alike with an up-to-date and comprehensive treatment of Credit, Debit, Funding, Capital and Margin Valuation Adjustment (CVA, DVA, FVA, KVA an...