The XVA of Financial Derivatives: CVA, DVA and FVA Explained (Financial Engineering Explained)
Book Details
Author(s)
Dongsheng Lu
Publisher
Palgrave Macmillan
ISBN / ASIN
1137435836
ISBN-13
9781137435835
Availability
Usually ships in 2-3 business days
Sales Rank
#2,302,704
Category
Science
Marketplace
United 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.
