The XVA of Financial Derivatives: CVA, DVA and FVA Explained

Author(s): Dongsheng Lu
Publisher: Palgrave Macmillan
ISBN: 9781137435835
Edition:

$39,99

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Description

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.