The XVA of Financial Derivatives: CVA, DVA and FVA Explained |
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Author:
| Lu, Dongsheng |
Series title: | Financial Engineering Explained Ser. |
ISBN: | 978-1-137-43583-5 |
Publication Date: | Nov 2015 |
Publisher: | Palgrave Macmillan Limited
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Imprint: | Palgrave Macmillan |
Book Format: | Hardback |
List Price: | USD $79.99 |
Book Description:
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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.
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.