XVA : credit, funding and capital valuation adjustments /

"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...

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Bibliographic Details
Main Author: Green, Andrew, 1971-
Format: eBook
Language:English
Published: Chichester, West Sussex, UK : John Wiley & Sons, 2015.
Series:Wiley finance series.
Subjects:
Online Access:Full Text via HEAL-Link