The XVA of Financial Derivatives: CVA, DVA and FVA Explained (Financial Engineering Explained)
Book Details
Author(s)Dongsheng Lu
PublisherPalgrave Macmillan
ISBN / ASIN1137435836
ISBN-139781137435835
AvailabilityUsually ships in 2-3 business days
Sales Rank2,302,704
CategoryScience
MarketplaceUnited States 🇺🇸
Description
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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